People use all manner of things for some perceived benefit, that may be wholly imagined. Engines are shockingly tolerant of "less than ideal" fluids, without tear-downs to establish actual in-service performance compared to something that may be more appropriate, like an A3/B4 lube with a list of formal approvals, there's no merit to the claim that despite it lacking gasoline approvals, that its performance is just as good in gasoline applications.
HDEO's are additivized to deal with diesel soot, and this can negatively impact the performance, to some degree, of the AW package. They often also use different types of ZDDP, again, due to the application being diesel, rather than gasoline, which have different temperature ranges for components and may place different demands on the lubricant, in different areas.
None of this means they will cause rapid, or considerable damage, but it does mean they are potentially suboptimal when used in a gasoline application, as that's not what they were primarily designed for.
HDEO's became popular in gasoline apps this side of the pond primarily due to their price and availability, as they were far easier to get your hands on, and for a considerably lower price, than A3/B4 lubes. That of course changed with the widespread availability of M1 0W-40, but the mythos surrounding HDEO's, most notably Rotella, which many didn't really know why it became popular in the first place, but perpetuated the recommendation, particularly in certain crowds, persists.