I woulnd't say it "becomes custodial" at some threshold (somewhat the opposite, it becomes less custodial after you have enough money to afford the fees), but I would say that every wallet under something like 5k sats is custodial - if you can't afford the fees to punish a counterparty for cheating in an L2, its not custodial.

Spark/the new WoS integration, is not really self-custodial at any threshold, but its also not custodial in the traditional sense (at least if you have enough money to exit).