Maybe try pushing down into the socket lightly, then twisting to release any detents. Then it might just pull out.
I'm gonna try it now. It's a Hyundai Sonata GLS 2.4L 2007 model.Just a guess but the little nub at the base of the bulb makes me think that the bulb needs to be twisted in the holder until that nub moves to the side where you can then pull it out. Hope that made sense. What kind of vehicle is this?