More likely:

I just checked to see how mine was set up. There is a "wheel well" made of plastic on the inside of the bag; it has a square area that I assume is the nut...or nut-plate....for the axle bolt.

Try two things:

1. Use a flat-blade screwdriver under the bolt to gently pry up as you try to loosen the bolt.

2. I think the nut is spinning in the "wheel well." To grab it, you will have to cut the plastic cover and see what is in there.

I've removed the wheels before, and it shouldn't be a big problem...which makes me think the nut is spinning.

If it turns out the nut is a goner, an easier way than going with an oversized bolt and tapping the hole (which would no longer fit the wheel) would be to get an extra LONG bolt. Drill through to the inside of the case, and just put a self-locking nut on it; the kind with a plastic locking material.

I've done that where some of the crappy rivets have snapped off...works much better than the original.

Good luck!