What motor? We pulled a friends dad's Porsche from central AZ to SF Bay area and got 17MPG the entire way on a Heavily modded 7.3 Powerstroke it got the same empty BTWNot to derail this thread any further....but "Ummmm No."
My diesel lost anywhere from 3-5 mpg with a full load of bikes, people, etc. Typically the largest noticeable difference was when I had a hitch rack and bikes on it sideways.
Towing a single jeep grand cherokee (stock height) on an open car hauler dropped me down from 18ish empty to 12-13 mpg loaded going 65 mph. On primarily flat roads. All three of my 5.3 liter silverado's (2001, 2007, 2009) all typically pull down 8-11 mpg towing my previous wranglers on an open car hauler.
Towing 3 lightweight polaris razor's on a 26 ft gooseneck dropped me down to 10 mpg.
2005 duramax vs my brothers 2005 6.0 Liter silverado, both trucks towing 24 ft enclosed trailers with similar weights got exactly 9mpg each, both trucks were stock 4x4 crew cab short bed trucks. This was side by side, back to back caravanning over 800 miles on race weekends again and again.
Diesels lose mileage just like a gas truck would.
With bikes and wind resistance the gas truck is more affected, but in my example we're comparing a 5.3 liter gas engine and a 7.3 liter diesel engine, it would only seem logical that the engine with a lot more displacement and a lot more torque wouldn't be affected as badly.