Here in the US, there is still a perception that diesel is highly polluting, with the thick black smoke coming from 18-wheelers, school buses, and diesel trains. With the newer car diesel engines this is mostly untrue (except on really cold days - see below).
It also costs more per gallon at the pump than regular fuel, and unfortunately there's a great many people who don't understand that it's still cheaper due to much higher mileage. This is inherent, and due to both more complete burning, and diesel fuel holding more energy in the first place.
Availability is not really a problem. Convenience may be, because where there are lots of gas stations, not all of them may have diesel. But at least one of them will.
The only real arguments I have against diesel is that up north, you need an engine block heater (or heated garage), or it won't start. BMW doesn't sell engine block heaters, it appears. And if you get it started, it will pollute far more on winter days. Some European countries talk about day-taxing or even banning diesel cars when it's really cold.
So yes, I can understand why BMW doesn't want to bring any diesels to the US market.