They aren't proper dump valves, they're electronically operated by a switch behind the clutch pedal, proper dump valves that work on the vacuum created when the throttle plate of a petrol engine closes, diesels don't have throttle plates, pressing the go pedal on a diesel just puts more fuel in the engine, air is free to come and go as it pleases and as such no back pressure is built up preventing turbo spool up when you lift off the throttle. If you wan't a fun turbo noise on a diesel, rev it and kill the engine, I dare you...