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
544375718,MDU6SXNzdWU1NDQzNzU3MTg=,3659,Error concatenating Multiindex variables,14136435,open,0,,,1,2020-01-01T16:36:26Z,2021-07-08T17:43:57Z,,CONTRIBUTOR,,,,"#### MCVE Code Sample

```python
>>> import xarray as xr
>>> da = xr.DataArray([0, 1], dims=[""location""], coords={""lat"": (""location"", [10, 11]), ""lon"": (""location"", [20, 21])}).set_index(location=[""lat"", ""lon""])
>>> da2 = xr.DataArray([2, 3], dims=[""location""], coords={""lat"": (""location"", [12, 13]), ""lon"": (""location"", [22, 23])}).set_index(location=[""lat"", ""lon""])
>>> xr.concat([da[""location""], da2[""location""]], dim=""location"")
Traceback (most recent call last):
  File ""<stdin>"", line 1, in <module>
  File ""/home/harry/code/xarray/xarray/core/concat.py"", line 135, in concat
    return f(objs, dim, data_vars, coords, compat, positions, fill_value, join)
  File ""/home/harry/code/xarray/xarray/core/concat.py"", line 431, in _dataarray_concat
    ds = _dataset_concat(
  File ""/home/harry/code/xarray/xarray/core/concat.py"", line 384, in _dataset_concat
    result = Dataset(result_vars, attrs=result_attrs)
  File ""/home/harry/code/xarray/xarray/core/dataset.py"", line 541, in __init__
    variables, coord_names, dims, indexes = merge_data_and_coords(
  File ""/home/harry/code/xarray/xarray/core/merge.py"", line 466, in merge_data_and_coords
    return merge_core(
  File ""/home/harry/code/xarray/xarray/core/merge.py"", line 556, in merge_core
    assert_unique_multiindex_level_names(variables)
  File ""/home/harry/code/xarray/xarray/core/variable.py"", line 2363, in assert_unique_multiindex_level_names
    raise ValueError(""conflicting MultiIndex level name(s):\n%s"" % conflict_str)
ValueError: conflicting MultiIndex level name(s):
'lat' (location), 'lat' (<this-array>)
'lon' (location), 'lon' (<this-array>)
```

#### Expected Output

The output should be the same as first concatenating the DataArrays, then extracting the dimension location:

```python
>>> xr.concat([da, da2], dim=""location"")[""location""]
<xarray.DataArray 'location' (location: 4)>
array([(10, 20), (11, 21), (12, 22), (13, 23)], dtype=object)
Coordinates:
  * location  (location) MultiIndex
  - lat       (location) int64 10 11 12 13
  - lon       (location) int64 20 21 22 23
```

#### Problem Description
```python
>>> # da[""location""] looks like a normal DataArray
>>> location = da[""location""]
>>> location
<xarray.DataArray 'location' (location: 2)>
array([(10, 20), (11, 21)], dtype=object)
Coordinates:
  * location  (location) MultiIndex
  - lat       (location) int64 10 11
  - lon       (location) int64 20 21
>>> # but in actual fact, the variable._data is a MultiIndex
>>> location.variable._data
PandasIndexAdapter(array=MultiIndex([(10, 20),
            (11, 21)],
           names=['lat', 'lon']), dtype=dtype('O'))
```

This is why an error is thrown: `variable.assert_unique_multiindex_level_names` gets passed two variables: `location.variable` (the DataArray data values), and also `location[""location""].variable` (the coordinate values), which are both MultiIndexes.

#### Output of ``xr.show_versions()``
<details>
INSTALLED VERSIONS
------------------
commit: b3d3b4480b7fb63402eb6c02103bb8d6c7dbf93a
python: 3.8.0 | packaged by conda-forge | (default, Nov 22 2019, 19:11:38)
[GCC 7.3.0]
python-bits: 64
OS: Linux
OS-release: 4.4.0-18362-Microsoft
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8
libhdf5: None
libnetcdf: None

xarray: 0.14.1+36.gb3d3b44
pandas: 0.25.3
numpy: 1.18.0
scipy: None
netCDF4: None
pydap: None
h5netcdf: None
h5py: None
Nio: None
zarr: None
cftime: None
nc_time_axis: None
PseudoNetCDF: None
rasterio: None
cfgrib: None
iris: None
bottleneck: None
dask: 2.9.1
distributed: 2.9.1
matplotlib: None
cartopy: None
seaborn: None
numbagg: None
setuptools: 42.0.2.post20191201
pip: 19.3.1
conda: None
pytest: 5.3.2
IPython: None
sphinx: None

</details>
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