id,node_id,number,title,user,state,locked,assignee,milestone,comments,created_at,updated_at,closed_at,author_association,active_lock_reason,draft,pull_request,body,reactions,performed_via_github_app,state_reason,repo,type
564780280,MDExOlB1bGxSZXF1ZXN0Mzc0OTQ3OTE3,3769,concat now handles non-dim coordinates only present in one dataset,2448579,closed,0,,,1,2020-02-13T15:55:30Z,2020-02-23T20:48:19Z,2020-02-23T19:45:18Z,MEMBER,,0,pydata/xarray/pulls/3769,"
 - [x] Tests added
 - [x] Passes `isort -rc . && black . && mypy . && flake8`
 - [x] 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.
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