I don't think I would accuse VW of poor marketing. People "know" that these TDi's get 40+MPG, but up till now in the states people generally speaking don't want to deal with a diesel unless it's in a pickup truck. And people in the states often focus on horsepower, so they certainly aren't blown away when they see a diesel's numbers...they don't understand torque.
I've talked to quite a few people at my job who are very impressed with the size of my car and the mileage that I am getting, but for many as soon as I say it's a diesel, they are like, 'oh, well I guess it was too good to be true". This isn't hocus pocus, just pull into a fueling station and put diesel into it. It's pretty straight forward.
I think this opinion will change as more and more diesels come out. With the Chevy Cruze, the Mazda, the Grand Cherokee all coming out with diesels, people will start to realize they have a choice.