To be fair, an Es holder should not just unscrew, inside there's usually a metal tag. that sticks out, this digs into grooves set into the internal casing.
Sometimes it's part of the brass N terminal that does it.
Usually you need to bend it slightly with a screwdriver to free it.
Reassembling, it should lock back in automatically .
This is so when you unscrew a jammed Es bulb it does not inadvertently dismantle the holder.