Your diesel engine is governed - you set the RPM and the governor controls the fuel to match.
Your fuel use at idle ("no load") without the alternator charging, represents some sort of base friction in the system - the amount of energy needed to keep the engine turning over. This "wasted" energy is probably proportional to engine speed. Double the engine speed in neutral, you could expect your fuel consumption to double.
As you add load, the revs start to fall, the governor responds with more fuel, the revs rise back to the set level.
As you remove load, the revs start to rise,