All the Lee sizing dies I have, have the de-priming pin held in place with a collet at the top.
Take two open end wrenches and loosen up the collet nut and the pin should drop right out.
Be sure the pin and the collet bore are totally free of oil when you put them back together, as any residual oil can lead to the pin slipping within the collet when resizing.
I swipe the top side of the pin through speedy dry or kitty litter (clean, of course) before putting it back in, as the micro-fine clay grit helps the collet grip more tightly.
Don't be afraid to tighten the collet nut up good and hard.... it needs it.