Well, it works like this. Someone for Canadia, or South Texas (Mexico) drives the car into the US, and hands it off to someone who lives in an 'easy' state that allows the car to be registered. They aren't supposed to do that, but it happens sometimes. Now, you are supposed to provide the DMV papers from the DOT and EPA that say either the car complies with US regulations (same as model sold in states), or the car has been brought into compliance by a registered importer, or the car is 25 years old or older. Some states evidently are a bit slack on that. Tx requests all of those documents when a car is first registered in the country (for instance), but if you have a title from another state they will accept that in lieu of the import paperwork. So...
I brought in a car from the UK (1963 FIAT 500), and a person from customs actually went out to verify the car was older than 25 years. Had it not been I would have gotten an order to either destroy the car or ship it back out of the country. I heard that was a bit unusual, so I don't know if they are cracking down or what, but it's a real risk that you could get it seized if it is shipped in but isn't in compliance (or can't be brought into compliance).
So, even if you manage to find a state that will let you register it (and you may), it will not meet the federal law that governs ALL cars that are driven in the country. I'm not saying it WOULD happen, but if they wanted to they could seize the car. If I had a diesel car (and I want one), personally I would definitely keep it on the down-low.
It's not a political form, so it would be inapropreiate to talk about how stupid that is, so I won't