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I'm looking in my Workshop Manual and don't see any threads on the sensor pic, just the bolt and the electrical connector attached to it and you should be able to pull it out as it looks like a straight cylinder below that. If it seems tight, you might lightly twist it back and forth as you pull. (Note: I've never done this, just relaying info from the manual and what I can surmise). See instructions from the Workshop Manual pg 206-09-25 below:
1. Disconnect the battery ground cable.
2. With the vehicle in neutral, position it on a hoist.
3. Disconnect the rear axle speed sensor electrical connector.
4. Note: Do not apply force to the plastic rear axle speed sensor connector.
When I pulled the sensors on my chevy, then took some wiggling to get them out. Only thing that held them in was the bolt and dirt around the o ring. I gently squeezed with a pair of channel locks, pulled and wiggled them out.
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