Around here, the onroad diesel is low sulfur, but the offroad stuff is not necessarily so. In addition to the red dye, offroad may contain elevated amounts of sulfur compared to onroad. So, you don't just deal with the tax man if you get caught running offroad in your truck, but also the EPA.
Ohio is kind of fuel dumping ground compared to other states. Our gasoline is checked only for compliance with anti-knock standards. The additives can vary quite a bit from station to station or week to week, depending on where you get your gas. I don't know if that's true for diesel, but I don't see why it should be any different than the gas. So, if someone blends up a batch of diesel that has too much sulfur or whatnot in it, we are likely to get it here.
I was in Missouri a few weeks ago and on the way back had occasion to buy some Shell gas -- advertised as top-tier gasoline. Despite the fact that I buy name brand gas, this stuff was definitely better than what I usually get at home. The car ran better, mileage was up a little (I have on-board mpg readings), and it seemed to have more power than with the Gulf I usually burn. There is no Shell station around home for me or I'd use it all the time.