I'd suggest Poor delegator or anti-delegator or perhaps simply control-freak.
There's an article here about the phenomenon including this:
She was convinced nobody else in the company could do it exactly right
— so she just did it herself. She could do it better anyway, she
Sound familiar? Then you might be an anti-delegator. Even if you
aren’t, you likely know someone who is. (...)
Being a poor delegator can also affect you mentally, demotivate your team and hold up work for everyone else, said Lunsford.
A control freak is more informal and the most negative. From Dictionary:
a person having a strong need for control over people or situations.