I used a slight twisting motion to get the plastic piece off. Alternately, if you have a bit of PG around, you could probably drip some in with it held at an angle, rotating it, to act as a lube.
I tried the twisting; no go, but was able to get it off by carefully cutting a small piece with a razor blade, then pulling off. Should the sleeve completely cover the atomizer? I can only get it down so far, there is maybe 1/2 inch or less between the bottom of the sleeve and the flange on the atomizer. No biggie, just curious.