Ha mine is stuck the same way. I have tried everything I could think of.
FWIW I have the momo knob on the Mode Racing double adjustable SS, which is the same as the Cobb one since they stopped making them for a shirt period. But it Will NOT delegate from the actual shifter. I can get it to spin around freely but all the might I I have can't get it off.
I've planted one foot on the drivers side and one on the passenger and pulled with everything I got. The top piece of the shifter slips out first, even when its as tight as possible.
And before someone says, Its obviously bot loosened all the way, it is. It spins 100% freely, but you can pull it off.