I don't think you can argue with the success of an xW-40 oil in diesels. Overall, it's a proven grade. If I were in areas where extreme cold starts were not an issue (anything above say zero degF), I'd use 15w40 exclusively.
However, I would say that there are times when 10w30 HDEO does quite well, too.
Myself and Arkapigdiesel both run Rotella 10w30 in our Dmax trucks. I can't speak for him with absolution, but I recall that he was seeking a bit better fuel economy with the lighter grade. Personally, I run it because I put on very few miles per year (less than 6k miles/year = one OCI/year), so I am concerned with cold starts in IN (was down to -11 degF last month here) just as much as hot summer days when pulling my travel trailer. The risk with 10w30 is a bit less "protection", but so far, the UOAs have shown this to be a false concern.
The lighter grade might also burn off (evaporate) a bit quicker, but that's hard to quantify. OTOH, what burns off also allows for more top-off's, which just replenishes the add-pack that much sooner. I used 15w40 Tection Extra a few years back on a summer trip pulling the trailer. I used just slightly less than 1 qt per 100 gallons of fuel consumed. That is right in line with GM's accepted rate of oil consumption. When NOT pulling the trailer, I burn no oil whatsoever. Now that I'm using the 10w30 Rotella, my oil consumption is still nil when running light, and just a hair more when heavily loaded.
My neighbor also runs 10w30 Rotella in his 6.0L PSD F-350. He gets good UOA results as well. With the HEUI system, the lighter grade helps reduce the "romp" (engine surging associated with cold oil starts in HEUI) in winter. Further, he rarely if ever tows anything (maybe 7k pounds a few times a year moving his Kubota from place to place in short trips). For him, heavy loading doesn't present much of an issue.
Some other engine families (ISB, TDI, etc) may not fare as well with thinner fluids, but only experimentation would show the truth. For many, they are not willing to take the risk. There's nothing wrong with that; it's their vehicle, and their decision.
If I were to advise a noob, I'd go with this:
1) using diesel anywhere that temps never get below zero = 15w40
2) using diesel with high mileage accumlations (multiple OCIs per year) = 10w30 in winter and 15w40 in summer.
3) using diesel with low annual mileage (one OCI with no EXTREME towing) = 10w30
4) seeking better fuel economy = 10w30
5) extreme heavy towing year round, with few start cycles, regardless of temps = 15w40
6) do extreme towing, have frequent start cycles, extreme cold/heat, want longer OCIs = 5w-40 "synthetic" in any major brand (you can consider base stock, but group III vs group IV does not show significant points worth arguing about for most applications)
As I said, you cannot argue with the success of UOAs that 15w40 has shown. But what a lot of people haven't discovered yet, is that the quality of protection with 10w30 HDEOs is probably just as good, but there are so few of us out there doing it that the evidence is much more scarce.
You really have to weigh your vehicle use, environment, acceptance of risk, use UOAs, then make an informed decision.