In addition to what Idle_Chatter stated, the diesel is more efficient compared to a gas engine, especially at lower temperatures. A gas engine, to turn heat into work needs a lot of fuel when cold whereas a diesel does not need that much. The diesel even when warmed up uses less fuel in comparison. More of the heat energy is converted to work and not disapated to the engine block.
The engine is more massive, you use less fuel, you have a much lower fuel to mass ratio. So it takes forever to warm up when cold.