The lens is connected to a clear rod that goes through the smokebox door to collect light from the LED.
It's all glued together, so there's no easy way to pop it out.
I've moved two headlights to the top of the smoke box, one on my K-2, and one on the Potomac I was working on. On the K-2, I started with a headlight that had no lens, so I put a grain of rice bulb into the housing, then flooded it with Micro Crystal Clear to secure the bulb and provide a full lens.

On the Potomac, I cut the headlight housing from the center of the smokebox door, popped out the factory lens, then fabricated a new one using a heated clear sprue. I bent it a bit to direct the inside end toward the new LED I installed, then painted the back of it black.

Both use the ancient headlight housings of the 1st generation shells, so they're relatively crude. It would be nice if Bachmann offered the headlight housing and lens/stem as a separate part, because it is much better looking than the old ones.
Lee