Diesel station wagons are generally more expensive than a regular station wagon. The reason for this is that diesel engines are more expensive to manufacture. They require additional parts such as turbo chargers and heavier components. Diesel cars generally cost $2,000-4,000 more than a normal engine. This is one reason why diesel cars are not near as popular as they are in Europe and other countries. Compared to other countries, gas is cheap in the United States, which means that it takes a long time to recover the cost premium in gas savings. Diesel engines are much more fuel efficient than a regular engine.
For more info, see What are the Best Used Station Wagons