Actually it's quite easy to explain while looking at the circuit.
Clearly at \$\delta=0\$, \$U_{out}=U_{in}-U_{diode}\$ and the only loss is that in the diode due to conduction.
When you want to increase the output voltage of the boost converter, you periodically switch on \$M_1\$, which then periodically will 'short' \$L_1\$ leading to an increased current amplitude through it plus a periodic current through \$M_1\$ which until then carried no current at all, i.e. had no losses associated to it.
Further, when you switch off \$M_1\$, \$D_1\$ is forced into conduction where it was blocking before that. So the separation charge in the die of \$D_1\$ has to be eliminated, which represents a (fixed) loss, but also the current, which until then was continuous, now is put through in the shape of a pulse.
Now if we assume constant average output current, a pulsed current through \$D_1\$ with the same average value will have a higher RMS value, and therefore will cause higher losses during the conduction, both in \$M_1\$ as well as \$D_1\$.
Now if we increase the duty cycle in order to get a higher output voltage, all those loss mechanisms, except for the switch-on losses in \$D_1\$ will increase. The time that \$L_1\$ is 'shorted' increases, hence its current and loss, and also the losses in \$M_1\$ because both the period the current flows and its amplitude increases, and the RMS current through \$D_1\$ also increases. The reduction in conduction time of \$D_1\$ however will reduce the conduction loss caused by the fixed voltage drop (apart from the resistive one), so there is a little caveat, but most probably the resistive losses dominate as this is a 'power' converter. Where the fixed voltage losses dominate it could be better to select a synchronous rectification instead of a simple diode.