Actually, in the last 15 years, Brits have discovered that you can use cooking oil for exactly the same purpose, only it's much, much cheaper. What's more, because you can use USED cooking oil, it's free. But for some reason, the UK government seems to frown on using it.
That doesn't scale beyond a handful of users. Its free because demand is extreamly low and some restaurants are charged for its disposal. Its the law of supply and demand. If the supply of used cooking oil is limited, but demand goes up then restaurants will start selling the oil instead of giving it away...and thier cost per gallon to buy and heat the oil is greater than the same gallon of diesel fuel.