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No, they don't need to. It has to do with what is called Reid Vapor Pressure"RVP". This is an established method for measuring a fuel's volatility( the tendency of a liquid to evaporate under a given set of conditions). According to the EPA the least volatile blend of gasoline has a RVP of 7.4 psi at 100 degrees F. Diesel fuel No. 2 has an RVP of .022 psi at 100 degrees F, making evap emmisions a non-issue in diesel powered vehicles.