The housing doesn't just sit on the manifold, it sets IN it too. Below the mounting surface, the housing extends down into the hole, and seals against the gasket and then the thermostat. This might not be the "right" thing to do, but I'd spray a little penetrating oil around it and let it set, and then tap it with a dead blow or rubber hammer.

When you get it off, the gasket (at least on mine) sits on top of the thermostat, and may be stuck to the housing, so make sure not to forget to remove the old gasket......