In many cases with a diesel, things that increase the engine's fuel efficiency also increase the engines power. Take high pressure fuel injection as an example. Having higher fuel pressures will enable you to get more out of a drop of fuel, but it also increases power output of a diesel. Then there is fuel timing which also increases fuel economy and power output.
I know people like to compare the fuel economy of an old 1992 Ram 2500 5.9L that only weighed about 6,000 lbs and had hardly any emissions equipment versus a 2016 Ram 6.7L that weighs 8,000 lbs and a full emissions equipment. Well that is not apples to apples. Not only is the engine displacement much larger, but so is the truck itself. Then there is the emissions equipment. I can guarantee that if you employed today's diesel technology to a 1992 5.9L Cummins truck (minus the emissions equipment) then it would get a hell of a lot better fuel economy then what they did back then.
So yes, they have been increasing the fuel efficiency of the engines themselves, but larger trucks combined with larger displacement and emissions equipment are making the added engine fuel efficiency a moot point. One big thing is the EGR. Diesels are most efficient when combustion temps are hot, but running hot causes NOx. So the EGR valve opens up to cool the intake air causing the engine to run less efficiently and cuts power. With addition of SCR, diesel manufacturers will be able to use the EGR less or not at all causing fuel efficiency(and power) to increase.