No, you are NOT a moron... lol.
I just went out and checked the four collets I have (two 1/4" and two 1/2").
The sleeves are more or less captive to the nuts; they might come apart if you
force them, but I don't think they are intended to be separated. There is NO WAY
you could jam a 1/2' bit into a 3/8' collet (if Bosch supplies one - which I doubt).
If you have to force it, something is out of tolerance. Use a micrometer, not a ruler, to check the tolerances on the bits.
Hope this is helpful.
Thinking outside the box? What box?