After pouring SAE 30 into engines for years, I know it seem strange to be using 5w-20, 0w-20, or even 5w-40 in a diesel engine.
The reason for switching to lighter oil was for a couple reasons. One being fuel economy and emmissions. Basically, it takes less energy to turn over an engine with lighter oil.
Another reason has to do with the fact that most new engines are overhead cam, or utilize roller lifters. The tiny needle bearings in the cam followers, and lifters don't need the thick oils of the past. Not to mention, most engines utilize variable valve timing, which is dependent on oil pressure.