I have replaced Jarl Siddgeir with Dengeir and become Thane and talked to the new steward but nothing happens! I just want to know why?
I have the Hearthfire DLC but he still will not sell it to me
You need to help the people of Falkreath and then talk to Dengeir and he will let you have the land which can be bought from the steward. If you still can't buy land, reload any saves or come back again for the land from the steward. If the problem still continues, you might have:
Killed Helvard for the Dark Brotherhood.
Even though this might effect Siddgeir's dialogue and not Dengeirs, you can't buy the land since you killed the housecarl.