Yes, they can be stubborn sometimes.
I've had a couple where the previous owner used some kind of retaining compound to attach the chuck to the spindle. Those were impossible with wedges. I did have to drill one or two to save the spindle, but those chuck bodies were fubar. Once I used a torch on the naked chuck body to get it off the taper.
This one yesterday needed several good whacks. It did not have the thrust collar nut either. I had removed the quill/spindle assembly from the head casting first.
This one was easier.
Before the Jacobs Safe-Lock chucks were standard, wedges were generally included with the drill presses. I can't imagine using the wedges with the quill/spindle assembly still in the head frame.