The problem with measuring fuel consumption on a diesel engine, is that the engine management system does not use the MAF-sensor for calculating the amount of diesel injected. Also there's no relatively fixed ratio between air and injected fuel like on a petrol. In short, it can't be done.
Even on a lot of petrol engines you cannot calculate fuel consumption because they use a MAP-sensor in stead of a MAF-sensor.
Why don't those companies tell you this? Well, I can think of 2 reasons, you will have to choose for yourself
a) They know, but don't tell you, because all they are interested in is selling their hardware and/or software.
b) They have no idea how an engine and/or an engine management system, especially a diesel, works.