Here is a photo of my old saddle( replace with ball-screw conversion)
Yes, it is pressed in but not extremely tight.
The pin smooth, not knurled . So a couple of light taps will get out.
The easiest way to pull the saddle off is to, first center the x axis.
Move the saddle to front of the mill, close to the y-axis stepper.
Remove the x and Y stepper motors.
Remove the 2 capscrews the secure the y-axis stepper bearing housing.
Now you can slide the Saddle with x-axis table off....
Good Luck,
Stuart