It's ideal for avoiding the pump
There is one area of performance where diesel almost always beats gasoline, though: fuel economy, in particular the highway kind. The EPA rates diesel all-wheel-drive Escalades at 20 mpg city / 26 mpg highway, versus 14 city / 19 hwy for the gas-powered model.
A day of driving around New York and the surrounding suburban and rural environs proved those numbers are very achievable, too. I saw a bit over 26 mpg, according to the trip computer, on a roughly 100-mile route that included crawling through city traffic, hauling along at 75-mph-plus on the highway and winding through back roads at as close to the limit as I dared, given, y'know, it's an Escalade.
There is a dark side to opting for diesel, however: the price of fuel. Even assuming you can find easy access to the stickier fuel — not every gas station carries it, though it's still much easier to find than EV fast chargers — diesel fuel usually costs about 30¢–40¢ more per gallon than gas.
That said, that's on par with (or even cheaper than) the premium fuel Cadillac recommends for V8-powered Escalades. And besides, with a range of 600-plus highway miles on a tank, you won't need to stop as often as those other Escalade drivers.