They can get stuck in there pretty good sometimes. You need to rotate the base of the bulb so that the little nubs on the bulb line up with the slots on the socket so it can be pulled out. Those types of sockets aren't always easy to work with and sometimes can be intermittent or not hold the bulb tightly enough.

Worst comes to worst you could replace the socket, possibly with a 555-style socket if it will fit the bumper body.