CVTs rely on the friction between the two cones and belt between them to deliver power to the wheels. Overpowering this friction will lead to losses in terms of power delivery. CVTs also scale poorly with torque, if the torque is greater than the friction, the steel belt in a CVT will just spin without putting any of the power to good use. When this happens the cones can get burnt out further damaging the transmission.
Another reason why CVTs and Diesel engines don't mix is because the operating rev range of a diesel engine is much lower than that of a gasoline engine. This means that peak torque comes in much earlier compared to its gas powered counterparts.This also means the risk of the belts spinning is much higher since peak torque comes in earlier.