How are spark plug wires removed? on 2005 GMC Yukon XL Denali

There appears to be a metal collar (heat shield) around the boot of the spark plug wires. When the wire is turned, the collar appears to turn, as well. Does this 'collar' need to be removed in order to get the wire off? Never seen anything like this before.

Asked by for the 2005 GMC Yukon XL Denali
The collar is a heat shield for the boot and is part of the boot. Twist back and forth as you pull the boot off the shield and boot should come off as one piece.