>>28496661 (OP)tricky, expensive aftertreatment and better base-engine efficiency where it matters
diesels run lean and have lower exhaust temperatures, which makes it hard to get the aftertreatment to working-temp before too much slips. ICE-off conditions won't help that. You'll have to waste some energy on exhaust heating here. The aftertreatment system is also pretty large and extremely expensive.
Diesel engines are not typically throttled so they have a much better efficiency at lower loads than gasoline engines. This means, of course, that the load point shifting ability the hybrid system grants won't do nearly as much as it does on a much simpler, cheaper gasser. You only get regenerative braking basically.
Fuel consumption of a diesel hybrid will still be better than that of a gasoline hybrid or a pure diesel, but not by enough to justify the extra cost in many cases. 48V hybrid systems aren't uncommon though (BMW uses those on its 2l diesels a lot, silently), and Mercedes does have plug-in diesel hybrids for those who do want to travel really long distances with the thing often.