Companies that produce lower-end treadmills have been cutting costs by using plastic end caps/bearing retainers on their rollers.
When the bearings wear out or become damaged, it is virtually impossible to replace the bearings. You will simply need to replace the entire roller. The good news is that these are typically lower cost rollers, costing anywhere from around $70.00 up to around $150.00.
This type of roller is a lot less expensive to produce since it not only eliminates the need for a snap ring that holds everything in place on both ends but more importantly it eliminates a lot of steel and fabrication.
These rollers are virtually just a straight steel tube. The space between the roller tube and bearing is now filled with just plastic. The bearing is pressed to fit into the plastic, and the plastic is pressed into the roller tube, and the roller tube is crimped to keep the plastic end cap/bearing retainer from being able to come out.
It is extremely difficult, if not virtually impossible to remove the plastic end cap/bearing holder without damaging it, as well as damaging the axle.
My recommendation is to save your time and a lot of frustration and just order a new roller.
Below are some pictures of a couple of different rollers that I took apart so that you could see them. The first one is from a Reebok RX8200 treadmill which I ended destroying one plastic end to get it apart. The second one is from a ProForm treadmill in which I ended up flaring one end of the axle, as well as sheering off the little retaining ears that serve as a bearing stop on the inside of the bearing.
On a good quality treadmill the bearing seats against a shoulder that is turned or made as part of the outer roller. The bearing is held in place in its seat by a snap ring. I can replace these bearings.