Correct, the bearings are a very close fit into the headstock so you will need to pull out as straight as possible otherwise it will bind. If it starts to bind just give it a gentle side to side rocking motion and it will come out. You won't need the hammers, pullers or punches. I moved the pulley out on the shaft far enough to get my fingers in between the pulley and the headstock to pry it out.
If you have a look inside the headstock at the shaft you can see the screw blocks the inner bearing so the shaft can't slide out.
If you have a look inside the headstock at the shaft you can see the screw blocks the inner bearing so the shaft can't slide out.