Burning used oil mixed with diesel in a furnace is not a problem.
Running it through a diesel engine is a different story. Alan already mentioned the carbon and metal particles, but the biggest problem are the basic additives in modern lubricating oils. They give the oil the ability to neutralize acids formed during the combustion. This acid binding property is expressed in the TBN of an oil(Total base number). A lot of these basic additives are Calcium components.
When you burn lube oil in an engine, you risk getting Calcium sulfate deposits on valves, piston crowns, and in the exhaust
system (including turbochargers). The ease with which these deposits are formed, depends a lot on the sulfur content of the fuel. Now in the US the sulfur content of diesel fuel is extremely low (by law), so that might be the reason why these truck companies don't really have big problems when mixing old lube oil with the fuel.
I had a case in a diesel power plant once, where the fuel supplier had mixed waste lube oil with the fuel. These were big engines (620 mm bore) on heavy fuel oil (bunker C). There were deposit layers on earlier mentioned parts
of up to 1.5 cm thick. The worst part is when they fall off, and into the combustion chamber. It's like throwing grinding stones on your piston or through your turbocharger.