Diesel at the pump for on-road use will be low sulfer as it must meet current EPA emission controls. Dyed diesel for off road use will still be low sulpher in California (CARB) yet may be higher elswhere and isn't subject to the same taxes.
This is from the Chevron website:
"In October 1993, separate regulations from EPA and CARB took effect. The EPA set a maximum sulfur content of 0.05% mass for on-road diesel fuel, nationwide. CARB applied this same limit to both off-road and on-road (vehicular) diesel fuel. In the other states, the limit on the sulfur content of off-road fuel is the ASTM D 975 limit of 0.5% mass for high sulfur No. 2-D diesel fuel. "
If unsure, check with the station you are fueling from.