How did this happen?
Yes, the mug was warm. But also, the gas canister got colder. It is stored in liquid form, but you use it in gaseous form. That means as you use it, the liquid gas must boil. To transition from liquid to gaseous state, the liquid gas must absorb heat energy equal to its latent heat of vaporization. It steals that energy by chilling (taking heat from) the remaining liquid and container. Quite colder; you can often see a "frost line" at the liquid level.
(If you're wondering, yes, this tech can be used to make air conditioners. That’s how they work.)
Then, once nestled into the mug, the gas canister warmed up to ambient.
Getting it loose
Start with the whole assembly in the freezer. Give it 6 hours for the liquid gas to get quite cold. Then, pop the mug quickly into the warmest water you can bear. The mug will heat up quickly and expand. The liquid gas is a substantial thermal mass that will make the canister take longer to warm up. You should have a short window of opportunity to separate it.
If not, try again. Just don't handle it in a way that would make it worse!