I doubt efficiency is the real concern for lack of sales of the 335d. It already gets 53 MPG combined with massive performance. That's identical to a Mini Cooper for fuel economy!
I think the real issue is people with $50-60Gs to spend would rather spend it on a 335i than 335d. People looking for a diesel would more readily buy one if it were priced like a 323i or 328i in my opinion.