It's a push-on the first time it gets installed, although it can be snugged up by a little
turning afterward. Since it usually goes onto a threaded stud, you *should* be able
to unscrew it -- and if you're careful you won't mangle its innards. It's not strictly
threads inside, more like a bunch of flexible plastic vanes that grip whatever goes
through, but will sort of behave like threads if you're careful.
If the stud isn't threaded but has a lot of parallel ridges like a ring-shank nail,
then you're stuck with just pulling it. But I doubt you'll find that.
_H*