The parts drawing shows 2 #10-24 set screws in that area. Confirm that they were both in the collar and not one of them in the back gear. Other than that, there does not appear to be any other reason for the gear not to come off other than that it is just stuck to the spindle and woodruff key by dis-use. Try moving the spindle an eighth of an inch or less in the direction of the tailstock, That should be enough movement to free up the gear and not enough to run the key into the bearing.
Best way in which to pull the spindle is to make up a spindle remover set. You will need a length of 1/2" UNF all-thread through the spindle and receiver tube,, some half inch nuts and washers. a piece of pipe or mechanical tubing (the receiver tube) with an ID just larger than the OD of the bearings. and an end-plate for the right end with about 1/2" ID and with an OD the same as that of the receiver tube. Assemble that in place and move the spindle just slightly. I would guess that would free up the gear. Remove it, remove the Woodruff key, and finish pulling the spindle.