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In what respects are they less convenient exactly?

Infrastructure. It's somewhat harder to find a diesel gas station, and also somewhat harder to find a mechanic to work on a diesel.

This is at least true in the U.S.

Diesel prices > gasoline prices.

You're probably talking about USA and while the prices are higher here as well, that's only because of taxes which are bigger for diesel.

By how much more does diesel cost in USA compared to petrol?

$0.50 to $1.00/gal more.

In Montana right now, diesel is about $2.39/gallon versus $2.59/gallon for regular gas.