As more kinds of fuels become available (besides plain old gasoline) drivers need to get used to entirely new systems and problems. Electric cars are pretty much a bundle of sensors with a body, wheels and seats attached, so when they beep at you, it isn't surprising.
But diesel vehicles have been around for decades. They're solid and familiar and just like a gasoline car, right? Mostly, but diesel fuel spews out a lot of crud, known more scientifically as "particulates." This is why diesel had such a stinky reputation for so long and why the EPA requires particulate diesel vehicles to have filters these days.
It took a lot of technology to get diesel fuel that clean, and a lot of the job is still left to the particulate filter in the exhaust system to keep as much crud out of the air as possible. Since a clogged up filter can't keep the soot out of the air, it has to be changed in order to comply with emissions regulations.
Your car wants to be compliant, so its sensors keep tabs on the particulate filter and it lets you know when it's gotten too cruddy to go on.