concat now handles non-dim coordinates only present in one dataset

[dcherian]

• Tests added
• Passes isort -rc . && black . && mypy . && flake8
• Fully documented, including whats-new.rst for all changes and api.rst for new API

da1 = xr.DataArray([1, 2, 3], dims="x", coords={"x": [1, 2, 3], "y": 1})
da2 = xr.DataArray([4, 5, 6], dims="x", coords={"x": [4, 5, 6]})
xr.concat([da1, da2], dim="x")

This use case is quite common since you can get da1 from something like bigger_da1.sel(y=1)

On master this raises an uninformative KeyError because 'y' is not present in all datasets. This is because coords="different" by default which means that we are checking for equality. However coords='different'(and the equality check) is meaningless when the variable is only present in one of the objects to be concatenated.

This PR skips equality checking when a variable is only present in one dataset and raises a nicer error message when it is present in more than one but not all datasets.

[TomNicholas]

I like these kind of small changes for common sticking points, they make user experience considerably smoother!

[dcherian]

Thanks for the review @TomNicholas