what you are trying to remove is the spline adaptor, there are a fair few threads on it

you could try getting a puller on it, or thread the nut back on the column and give it a few sharp taps with a hammer. this will cause the column to collapse, and the adaptor will pop loose. once the ignition housing is off, put the wheel & nut back on loosely and yank on it to re-extend the column.
You could skip all that effort though, undo and
remove the nut & bolt at the bottom of the column and the allen bolt holding the ignition surround to the outer column bracket and the whole column will come out complete
