I wouldn't make too much out of what seems like one data point (1985 VW Jetta). The test results of these kinds of general fuel economy tests simply vary too much (potentially for a number of reasons) to take them literally. There is also other fuel economy data that contradicts the 1985 naturally aspirated 5mpg highway fuel economy lead.
If you go to the source of the data, the EPA, and take a look around there, at some other data points:
http://www.epa.gov/otaq/fereport.htm...for example check out the 1983 model year data, comparing the VW diesels. You'll find the turbo-diesel is sometimes equal, sometimes a little better, sometimes a little worse than the naturally aspirated diesel, and the numbers vary much more depending on transmission equipment than presence of turbo:
estimated miles per gallon for 1983 models years
1983 Jetta Diesel, 5-speed manual: 42 mpg
1983 Jetta Turbo-Diesel, 5-speed manual: 43 mpg
1983 Jetta Diesel, 3-speed auto: 37 mpg
1983 Jetta Turbo-Diesel, 3-speed auto: 36 mpg
1983 Rabbit Diesel, 4-speed manual: 50 mpg
1983 Rabbit Diesel, 4-speed manual: 48 mpg
1983 Rabbit Diesel, 5-speed manual: 43 mpg
1983 Rabbit Turbo-Diesel, 5-speed manual: 43 mpg
1983 Rabbit Diesel, 3-speed auto: 35 mpg
1983 Rabbit Turbo-Diesel, 3-speed auto: 36 mpg
miles per gallon for 1984 model years (est, cmb, hwy)
-49 state-
1984 Jetta Diesel, 5-speed manual: 43/47/53
1984 Jetta Turbo-Diesel, 5-speed manual: 41/46/54
1984 Rabbit Diesel, 3-speed auto: 35/39/44
1984 Rabbit Diesel, 4-speed manual: 31/36/45
1984 Rabbit Diesel, 5-speed manual: 44/49/57
-california only-
1984 Jetta Diesel, 4-speed manual: 46/51/58
1984 Jetta Turbo-Diesel, 5-speed manual: 41/46/54
1984 Jetta Turbo-Diesel, 5-speed manual: 40/46/54
1984 Rabbit Diesel, 4-speed manual: 47/52/61
IMO... EPA says that they only test 10% of the actual figures... I'll bet they just rolled the 1984 Jetta data into 1985. You can see that the 1984 Jetta test is comparing a 4-speed manual naturally aspirated diesel to a 5-speed turbo-diesel. The 4-speed actually gives better numbers on EPA's test. One possible explanation. Another possible expanation, is that tests simple have too great of a margin of error to be accurate enough to tell which engine is more efficiency. They seem vary when we wouldn't expect them to, so either the tests have a wide margin for error, and/or the production tolerances vary from one car to the next enough that it causes these variations.
I believe that a more accurate test of engine efficiency would be the brake specific fuel consumption plots published by VW powertrain engineers in SAE papers (see other thread for this.) These tests rule out transmission and other equipment differences including the body style, etc, and focus simply on answering the question: how efficient is just the motor itself in producing power at various engine RPMs (plotted on the x axis) and loads (plotted on the y-axis)?