They rust on if not removed regularly and greased or coated with anti-sieze.
My method
put a pair of scissor jacks between the wheel & mower body to push the wheel off.
Only do them up finger tight +1 turn
Then Hit the axle( I use an air hammer ) till the jacks drop a little
Retighten jacks & repeat whole process.
Some can take a whole day to do.
Bo not apply too much pressure on the wheel or you will rip the axle right out
heat helps as will your favourite penetrant .
Rotate the wheel till the key way it us so you can squirt penetrant down the key way.
Some times I have to clean each little bit of exposed axle then apply penetrant to it , tap the wheel back on fully, have a glass of my favourite liquid then come back & do the whole thing again from the start.