That is not expected - while a diesel has more compression, that compression matters zero (other than friction losses - which might be what you are feeling) since all the energy lost in compression is returned in the next part of the cycle when the energy is returned. Unless you have a "jake brakes" which opens the exhaust valve at the top of the compression stroke thus venting the energy to the atmosphere instead of returning it to the power stroke.
A gas engine has a throttle plate which means when the engine is coasting very little air goes into the cylinder and so on the power stroke the low pressure in the cylinder is fighting against the higher air pressure in the engine.
I agree manual transmissions are best, but I'm a minority (I live in the US, other parts of the world prefer manuals) and so I can rarely find them. That said, an automatic in low gear gives plenty of engine braking.