On my '03 they don't pop out. The recessed area is molded in, at least on my '03 it is and there are no hardware mounting points for the fog lights to bolt/screw in. The '04 and up models may be different, and probably are but I'm not sure. If you were good with plastic adhesives and epoxy stuff (like I am not) you could probably graft these fog light assemblies into the bumper as they appear to be nearly the same shape as the openings on a pre -04 bumper valance "where the fog lights should be" area. It would be alot more pleasing to the eyes to just invest in a new bumper and valance that already has the fog lights and openings that have the mounting hardware. Thats what I am looking to buy right now as I ruined one stock '03 2wd XLT valance trying to graft in some foglights.
'03 XLT/FX4 L1 4x4 4.0 Arizona Beige Automatic (my weekend ride). '16 Ford Escape Titanium ecoboost (wifes ride) '16 Ford Escape S (my work ride)