It sometimes happens that they are a bit hard to remove, but a punch is the only way.
If you are having difficulty getting the thing out, place it on a hard surface, or even better, place it on top of a vice grip, with the clamps opened about 4 to 6 inches so that when the pin would fall out, it would fall between the two clamps. If you are afraid that you will damage the annodizing, put an old rag on top of the vice.
Take the punch, and give it a good whack!
It's the only way I'm afraid......
The threading you say you see might be the 'stop' on the pin (I don't know the technical term). This is a part of the pin that has small flanges on it to make it a little wider. This is what holds the pin in place. I'm not sure if the pin on the IR3 has this stop, but on a lot of markers these pivot pins do have the flanges.
Good luck!
Funny though, I've encountered a number of IR3's which had the pin fall out as soon as you opened the box.