So you dont know whether it's standard on your car or whether someone's fitted it?
If someone's fitted it, could just be they haven't connected it properly. Or cut the hole, the found it was too hard to wire up, so just wedged the light in.
Just a possibility.
Put a screwdriver to the side of it, wedge it under the light and gently pop it out.
If you break it, I've got one on eBay :}