i know this post is old but it helped me today. My john deere 4020 had the same problem. After some research I found the collar was stuck inside. One came out rather easily after WD40 but the other I couldn't pull out. I tried several tricks with no avail, including sticking a piece of 1/2" pipe in. It would catch on the groove neat the inner end of the coupling somewhat, but not enough to pull the collar out. I sprayed inside the coupling with engine degreaser, but no help. Then I tapped in lightly and it seemed to move about 1/16" or 1/32". I tried my pipe again and it pulled out easily. I now have both sides hooked up.Welcome to the forum.
Over time, there may have been pressure build up in the oil line with the male connector. Wrap good with a rag, and push in on the center pin in the male connector. If pressure there, the oil will squirt out with some force. If no pressure, then the pin will push in easily.
I'd suspect that before the female side. But changing out the female connector might be in order if you establish that the pin in the male connector has no pressure behind it.