The fundamental difference between diesel and gasoline, in the context of your question, is that gasoline is a hell of a lot easier to burn — all you need is a spark, graciously provided by your spark plug.
Diesel fuel won’t ignite with a spark; it has to be heated and compressed by the engine cylinders. If the engine is cold, that saps heat that could be contributing to igniting the fuel. So, you have to let the engine warm up so that it can channel more heat into actually combusting the diesel.
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