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
774553196,MDU6SXNzdWU3NzQ1NTMxOTY=,4733,Xarray with cfgrib backend errors with .where() when drop=True,18426352,closed,0,,,4,2020-12-24T20:26:58Z,2021-01-02T08:17:37Z,2021-01-02T08:17:37Z,CONTRIBUTOR,,,,"<!-- Please include a self-contained copy-pastable example that generates the issue if possible.

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**What happened**:
When loading a HRRR GRIBv2 file in this manner:
`ds = xr.open_dataset(gribfile_path,engine='cfgrib',backend_kwargs={'filter_by_keys':{'typeOfLevel':'hybrid'}})`

I have trouble using the `.where()` method when `drop=True`. If I set `drop=False`, it works fine. I am attempting to subset via latitude and longitude like this:

`ds_sub = ds.where((ds.latitude>=40.0)&(ds.latitude<=50.0)&(ds.longitude>=252.0)&(ds.longitude<=280.0),drop=True)`

However I receive the following errors:
```
Traceback (most recent call last):
  File ""read_interp_format_grib.py"", line 77, in <module>
    test = ds.where(mask_lat & mask_lon,drop=True)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/common.py"", line 1268, in where
    return ops.where_method(self, cond, other)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/ops.py"", line 193, in where_method
    return apply_ufunc(
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/computation.py"", line 1092, in apply_ufunc
    return apply_dataset_vfunc(
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/computation.py"", line 410, in apply_dataset_vfunc
    result_vars = apply_dict_of_variables_vfunc(
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/computation.py"", line 356, in apply_dict_of_variables_vfunc
    result_vars[name] = func(*variable_args)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/computation.py"", line 606, in apply_variable_ufunc
    input_data = [
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/computation.py"", line 607, in <listcomp>
    broadcast_compat_data(arg, broadcast_dims, core_dims)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/computation.py"", line 522, in broadcast_compat_data
    data = variable.data
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/variable.py"", line 359, in data
    return self.values
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/variable.py"", line 510, in values
    return _as_array_or_item(self._data)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/variable.py"", line 272, in _as_array_or_item
    data = np.asarray(data)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/numpy/core/_asarray.py"", line 83, in asarray
    return array(a, dtype, copy=False, order=order)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/indexing.py"", line 685, in __array__
    self._ensure_cached()
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/indexing.py"", line 682, in _ensure_cached
    self.array = NumpyIndexingAdapter(np.asarray(self.array))
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/numpy/core/_asarray.py"", line 83, in asarray
    return array(a, dtype, copy=False, order=order)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/indexing.py"", line 655, in __array__
    return np.asarray(self.array, dtype=dtype)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/numpy/core/_asarray.py"", line 83, in asarray
    return array(a, dtype, copy=False, order=order)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/indexing.py"", line 560, in __array__
    return np.asarray(array[self.key], dtype=None)
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/backends/cfgrib_.py"", line 23, in __getitem__
    return indexing.explicit_indexing_adapter(
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/indexing.py"", line 848, in explicit_indexing_adapter
    result = NumpyIndexingAdapter(np.asarray(result))[numpy_indices]
  File ""/d1/anaconda3/envs/era5/lib/python3.8/site-packages/xarray/core/indexing.py"", line 1294, in __getitem__
    return array[key]
IndexError: too many indices for array: array is 2-dimensional, but 3 were indexed
```

**What you expected to happen**:
I expect the dataset to be reduced in the x and y (latitude/longitude) dimensions where `cond=False` from `.where()` when `drop=True`.

**Minimal Complete Verifiable Example**:

```python
# Put your MCVE code here
```

**Anything else we need to know?**:
I was able to confirm cfgrib is where the issue lies by doing the following:
```
ds = xr.open_dataset(gribfile_path,engine='cfgrib',backend_kwargs={'filter_by_keys':{'typeOfLevel':'hybrid'}})
ds.to_netcdf('test.nc')
dsnc = xr.open_dataset('test.nc')
ds_sub = dsnc.where((dsnc.latitude>=40.0)&(dsnc.latitude<=50.0)&(dsnc.longitude>=252.0)&(dsnc.longitude<=280.0),drop=True)
```

That correctly gives me:
`Dimensions:     (hybrid: 50, x: 792, y: 414)`

Originally x=1799 and y=1059.

**Environment**:

<details><summary>Output of <tt>xr.show_versions()</tt></summary>

INSTALLED VERSIONS
------------------
commit: None
python: 3.8.6 | packaged by conda-forge | (default, Oct  7 2020, 19:08:05) 
[GCC 7.5.0]
python-bits: 64
OS: Linux
OS-release: 4.9.0-14-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8
libhdf5: 1.10.6
libnetcdf: 4.7.4

xarray: 0.16.1
pandas: 1.1.3
numpy: 1.19.1
scipy: 1.5.2
netCDF4: 1.5.5.1
pydap: None
h5netcdf: None
h5py: None
Nio: None
zarr: None
cftime: 1.2.1
nc_time_axis: None
PseudoNetCDF: None
rasterio: None
cfgrib: 0.9.8.5
iris: None
bottleneck: None
dask: 2.30.0
distributed: 2.30.0
matplotlib: 3.3.2
cartopy: 0.17.0
seaborn: None
numbagg: None
pint: 0.16.1
setuptools: 49.6.0.post20200917
pip: 20.2.3
conda: None
pytest: None
IPython: None
sphinx: None


</details>
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