To be fair, yes, the weight might not even have THAT much to do with it. The funny thing is, my car is over 1800 kg. It's an Audi A6 wagon. The SQ7 TDI which has tons more power and torque in a much heavier car, is more efficient. It just sprays the fuel quite differently and does a ton of other magic.

But the real thing isn't that weight makes them more efficient, it's more that they have so much torque that towing a heavy load doesn't affect them nearly as much as a petrol engine. For more efficiency these days we have VNT turbos so you don't need a ton of load to get boost (and thus a bunch of extra air). The cool thing is that you can add any amount of air, diesels run hot when rich, not when lean. So you can go for like 30:1 AFR for efficiency. Hell you could go 200:1 AFR in some circumstances (when fuelling is pulled due to letting off the pedal, but boost doesn't get reduced as quickly)