Mguar; Its no different than a gas engine. Chevy put out some 454 cubic inch engines that only made 215 hp and only got 10 mpg. It has to do with emissions, warranty, market desire, etc.
The huge difference between gas and diesel is how they are fueled. Gas engines use throttles, cam timing, intake size, head port size, and a few million other things to control where it makes power in the RPM band. Diesels don't have throttles (well, some new ones do, but it has nothing to do with RPM, its an emissions thing). They have no valve overlap, and they are entirely controlled by how much fuel is injected and how much air gets pushed in by the turbo.
Adding power to a diesel simply means adding more fuel and more air. You aren't changing the daily-driver characteristics. In stock configuration, let's say my powerstroke injects fuel from 1 unit at idle up to 10 units at full accelerator. When you modify a diesel, you are basically adding more fuel potential at the top end so that it still injects 1 unit at idle and 20 at full accelerator. Since diesels typically don't have boost controllers (no chance for detonation) they respond to the extra exhaust mass as increased boost. Of course there reaches a point at which the turbo is pushed beyond its efficiency and turbo upgrades are necessary to keep up, but its a remarkably simple loop.
There are daily-driver diesel trucks putting down 1200 hp and 2100 lb-ft of torque. I've seen trucks pull into a dyno day with a travel trailer, unhitch, turn a knob on the dash (literally) and lay down 1000+ hp on the dyno at the rear wheels. Then they turn the knob back down, hitch up, and drive home.
The main MPG benefit comes from changing the injector timing. I may have these numbers wrong, but I'm pretty sure my powerstroke has a base injection timing of 13 BTDC. Many of the more aggressive tunes put that number closer to 27 BTDC. The benefit is that the fuel has more time to exert its pressure on the piston, and there is more time to inject fuel. The reason OEMs don't do it is because it makes a lot more vibes and noise, and it also spikes NOx emissions way beyond what the EPA would allow.
Many diesels can make 200 additional HP with simply a cold air intake, a modest computer tune, and a free-flowing exhaust.
I'm shooting for 450 hp at the wheels eventually. I just want to make sure the exhaust I put on it will keep up with the future plans.