RotorHead

I'm trying to install a transmission cooler in my JK and I'm stuck. I already mounted the cooler in front of the radiator, but I can't seem to disconnect the factory line that runs into the radiator.

The cooler manufactuer suggests running both coolers in series. I've tried turning the nut below and it turns, but it doesn't unthread. Am I missing something here? There's a jamnut, but only one. As far as I can tell, it's just one piece and I'm pretty sure the tube isn't threaded. There does appear to be a retaining clip under the plastic piece, but I'm not sure if that is just needed for assembly.

If anybody is familiar with this type of joint, please clue me in.

Thanks.