Diesels are way more expensive to product than petrol engines. Europeans don't notice as much due to the heavy taxes placed on their vehicles. But taxes on cars are much less (and are not tied to CO2 emissions), so the costs of diesel variants are difficult to mask.
Bob Lutz, a former GM CEO, said once that a compact diesel would need to sticker for $5k more than a comparable petrol engine to be as profitable. A TDI Jetta starts at $24k in the US while a base Jetta is under $18k; and a base Chevy Cruze is $17k while a diesel version is almost $26k. So his statement appears to be accurate. (Yes, there are package differences, but those are largely needed to justify the costs differences).
Of course, not even European taxes can put diesel engines at price parity with petrols. Super-cheap cars like the Renault Twingo aren't even available with diesel engines in the UK.