> However it does consume more AdBlue and/or produces less power the cleaner it is
This is why it's more costly. In order to design a diesel car that meets the exact same specifications, they either need to add an entire urea system (costs more money to manufacture, plus ongoing AdBlue costs to the consumer) or add a larger less efficient engine to meet the same performance target (costs more money to manufacture, plus ongoing higher petrol costs to the consumer).
Making a non-polluting diesel car is certainly more costly than making an equivalent diesel car that you don't care about pollution on at all. You're adding a big engineering constraint, of course it gets more costly!
I should add that I'm all in favor of cutting down pollution, and that if diesel as a technology turns out to not be that practical anymore for small cars, then so be it. Eventually they should all be zero emissions anyway.