I agree with you. If you fill a 30 gallon container with diesel you will have more energy stored than if you had the same 30 gallons of gasoline or natural gas (in any form).
But what does that have to do with the cost of tea in china?
Since diesel has more energy per unit volume it makes sense that you can do more work with it per unit volume using engines with about the same operating efficiency. That doesn't imply the other engines can't do the same work, they just have to consume more unit volumes of fuel to do it. But any of the fuels, properly applied will get the job done.