One of the problems is that VW that they add premium options to the TDI marque. So you can't get a bare bones Jetta TDI without the highest trim level, fancy wheels, and other things that add to the cost. On top of that the gasoline ones are efficient enough where the price difference becomes a non-factor, even when taking the MPG into account.
They are damn fun to drive though, torquey without the compromises of a 4 cylinder gasoline engine. The used market on the sportwagens is great too, which is why we ultimately traded it in for a Tiguan since the demand for the wagens was high enough to make that a relatively easy financial decision.
Unfortunately VW doesn't do diesel Tiguans in the US, which is weird, you'd think the SUV market would be a no-brainer for TDI.