The closed throttle plate in a gasoline engine is what creates a gasoline engine's brake effect, by pulling a vacuum in the intake below the closed throttle plate, which produces the brake effect.
With no throttle plate, the remaining mechanical components in a diesel engine provide minimal friction, certainly not enough to produce any brake effect.
The jake brake (https://en.wikipedia.org/wiki/Jake_brake) converts the diesel engine into a huge air compressor when activated, which provides an engine brake effect. Unfortunately it also often creates a very distinctive, and often loud, sound from the exhaust as well.