FWIW, I purchased a second hand set of DEPOs recently and the same pieces were glued on at the tabs as well. Not sure if that was standard, or if it was done by the previous owner. After my experience with those same parts on the ZIZA brand tails falling off every once and a while, a little bit of glue isn't a terrible idea.
BUT in response to the actual issue of installing the hatch taillights without removing those parts, there is a way. Not going to claim it is perfect or correct, but I managed to get one of them in (mainly because I couldn't get the glue loose, as I did on the other). If I recall, with the hatch open and up, just approach with a really high angle to the light. That way the plastic piece will "hook" over the edge. Then just lower the light down into the opening. It won't go completely smoothly, but with a little bit of jiggling, I was able to get the taillight seated correctly.
After my experience with both the DEPO and ZIZA brand taillights, I personally prefer the ZIZA, as I think the fitment is a bit better (especially on the outer taillights). Currently running the ZIZA on the outer, and DEPO on the inner. All was an effort to undo my stupidity going down the rear fog path.