There have been plenty of diesel motorcycles produced over the years, unfortunately they have never been very popular stateside. The big issues being they're very underpowered and quite heavy for their size. Not really a good combination on a motorcycle. With forced induction (turbo/supercharger) the HP can be improved, but that just adds more complexity and weight.
The other thing too, is they are sometimes a PITA to start. Diesel engine have very high compression meaning you either need a compression release that you'll have to fiddle with to get it pull/kick started, or it needs a powerful electric start. Again, adding weight and complexity.
The another thing is cost. A small diesel will cost quite a bit more than a similar gas engine will, while still being vastly underpowered. With two stroke gas engines being so cheap, powerful, simple, and relatively reliable...diesels never really stood a chance.
With that said, if you really want one you could probably build one. Motorcycles are pretty simple in design, if you could find an engine that will fit and has enough power, you can probably get it to work somehow. There are plenty of guys who have built diesel mini-bikes, converted motorcycles to diesel, converted two strokes to run on diesel, ect. If you really want one it isn't impossible to get one. It just depends on how crafty you are and/or how much money you're willing to spend.
Personally, I would love to have one, just because I have huge tanks of diesel for the business, so it really wouldn't cost me much to keep it running and I could fuel it up right at my yard. Plus, if worst comes to worst, 5,000+ gallons of diesel could keep a diesel bike running for a long time. It's the same reason I have a diesel truck. In an emergency/disaster I wouldn't have to wait in gas/fuel lines. I can just fill up at my pump and go.