Jiggle it a bit, I think you either push down or pull up slightly.
The connector to the loom just pulls straight off anyway so it might be worth removing that first.
They aren't held in by anything really other than a recess the shape of the lip on the bulb housing that's a very snug fit.
Wait till you try and put a new bulb back in
make sure to take a note of the direction the metal tab needs to face,