You can see the little metal prong that's keeping the connectors from sliding out. Like
EeyoreX says, press down on those with something while drawing the wire out of the plug. I personally use a razor-knife blade's point, and press down and back simultaneously to push the prong down and slide the contact out at the same time.
If anyone can tell how to remove the 4-pin ATX12V plug, I'd love to learn THAT trick

I took a pretty determined crack at it, but it wasn't letting go of those pins! I ended up ordering a piece of 3/8" sleeving so I can just slide the sleeving over the whole darn plug.