I think other posters pointed out the main parts, but to summarize.
US EPA regulations are different than EU emissions regs. To meet US regs requires a diesel with more sophisticated emissions controls. Which aren't really possible without ULSD (ultra low sulphur diesel) which is recently introduced. In the end, to meet US regs fuel consumption goes up, and engine cost goes up; which makes the economics not work out for the diesel powered car. To add insult to injury, diesel fuel in the US is more expensive than EU. In the US, fuel prices are cheap, because we don't have crazy taxes like EU. Therefore, there is not an incentive to pay more for better fuel economy.
Economic Numbers
Gasoline fuel cost per year
15k mi/yr / 20mpg x $2.15/gal = $1613
Diesel Fuel cost per year
15k mi/yr / 25mpg x $2.50/gal = $1500
Savings with diesel:
$113/yr
Increased purchase price of vehicle:
~$1000 or more
It might take 10yrs of ownership to make it worth it.
The real question is "why does the EU consumer buy diesels?"
1. They are allowed more emissions of the kind diesels produce. So the emissions controls equipment is not as complicated.
1a, this avoids engine cost
2. The various gov'ts create a fuel tax structure to encourage diesels
2a, all fuel prices are high from extreme taxes (~$4-$8/gal), so it is REALLY important to get good fuel economy
2b, some countries tax diesel at lower rates than gasoline
3, Secondary effects
3a, France and Germany uses taxes to encourage diesel purchase
3a, England buys diesels because so many are made for Fr and Gr that mass production makes it cheap enough