To be as complete as possible for future posters (since I almost missed this thread while searching), we have a 2016 Interstate Grand Tour Ext (the hitch cover is part of the Sprinter Van).
We completed Step 2 of the attached instructions for how to remove the hitch cover, but Step 3 (pull straight down) failed.
This link will skip to the relevant clip at 4:12 of Pahaska's video:
...but it doesn't really work as shown (possibly due to individual variation in warping of the plastic?).
When we pull down on either the left or the right of the hitch cover, it pulls the other side up, suggesting that something is caught on the center, not on the side lips.
As such, it looks like Titus has the best suggestion so far, so we'll have to use some more brute force on it.