Because they don't use the crankcase as a mixer/supercharger like a 2stroke gas engine does.
There are slats in the bottom of the cylinder walls, when the piston is at BDC the supercharger/turbo blows the exhaust out of the exhaust valve, the valve closes and the cylinder is pressurized. Then the piston moves up an does a typical compression/ignition. When the piston goes down the exhaust valve opes and the process of blowing out the exhaust, then charging the cylinder happens again.
This is the reason that detroit diesels need a supercharger to work.

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1984 300TD -- summer daily driver
Many others that aren't Mercedes...