Why do drivers of diesel pickups leave engines running while refueling when it says on the pump turn off engine while fueling?

The better question is, why are gasoline engines shut off when refueling. The reason you shut off a gasoline engine while refueling is because the vapour that is released from gasoline is highly combustible (hence, how the engine works) and even a small spark (like that from a spark plug) can cause an explosion. Diesel fuel does not "ignite" like gasoline, but rather an explosion is caused by the fuel being compressed to a point that it explodes. This means that it is safe to run a diesel engine while the fuel tank is open. As with all engines, the majority of wear and tear on a diesel engine happens upon starting the engine, so avoiding that step can actually conserve fuel and preserve engine life.

Diesel engines can be difficult to restart, especially in extremely cold weather, and the diesel fuel will not perform properly if the engine and/or fuel cool down. In extremely cold climates, truck drivers leave their trucks at a low idle all night to prevent freezing.