RE calls that unit that holds the three lights the MIL unit. So: each of the three bulbs fits into a metal housing. Each metal housing fits into a hard plastic "socket" in the back of the MIL unit. The "rubber" sleeves fit over those.
In your second photo, the light on the right has everything installed in place. The light on the left has the "rubber" sleeve removed, revealing the plastic socket and the base of the metal housing which holds the bulb. The base of the metal housing has a flared edge, kind of like the end of a bullet casing - you can see that flared edge butting against the plastic sleeve. The metal housing pulls out of the plastic sleeve.
You could use a screw-driver under the flared edge to pry the metal housing out, moving to different sides of the housing to work it out evenly; if the MIL unit is already out of the nacelle, better to grab the flared edge with some pliers and pull it straight out, maybe apply some rotational action as you remove it if it's an exceptionally tight fit, which mine was. I wouldn't pull on the wires.
I broke my MIL unit trying to figure it out when I changed the lights to LEDs - check out this post:
http://www.enfieldmotorcycles.com/forum/index.php/topic,10412.msg172433.html#msg172433I think the newer bikes use different bulbs, so the housings may look and/or work differently...