Some headsets (Chris King for certain) have the cartridge bearings pressed or crimped into the cups and they aren't removable. The headset press must use inserts or washers large enough to press only on the edges of the cups.

I have an FSP Pig DH Pro headset that was removed from an older bike and it seems to have the upper bearing cartridge that is hand removable but the lower bearing cartridge is permanantly pressed into the cup.