That's the theory, but, for some reason, they do sometimes get 'well stuck' and, as crystal ball has said, it's sometimes necessary to destroy them with pliers and then fiddle around to get the remnants out.
If its been flashing then it overheats and melts in, you will need to force it out unfortunately, though not always possible, if you want to you can snip the wires off and replace the cage.
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