There are no threads because it is a press fit with internal ribs to hold the head on. The fitting works real well, doesn't it?
To remove the head you open the battery access hole and dunk the light in water. When the light is full you close the battery cap and put the light in the refrigerator freezer. As the water freezes and expands it will force the head of the light up. You might have to do this method a couple of times for the head to push up far enough but eventually the top will come out. I've done this to three different lights and it always worked.
I learned this trick after I butchered an Xnova from another member of the cpf forum.