When is the best time to save the player's data?

Is it better to save the player’s data when “game:BindToClose” or when “game.Players.PlayerRemoving”?

You need both.

game:BindToClose is useful when your server[s] is being shutdown or something.

game.Players.PlayerRemoving is useful to save the player’s data when he leaves your game.

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ProfileService already has this implied or do I need to code it for myself?

Try checking this article, Save your player data with ProfileService! (DataStore Module)

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