Raise UserWarning when rename creates a new dimension coord

[benbovy]

• ClosesCoordinate promotion workaround broken #6607
• Closesrenaming Variable to a dimension name does not convert to IndexVariable #4107
• Closes[Bug]: rename_vars to dimension coordinate does not create an index #6229
• Tests added
• User visible changes (including notable bug fixes) are documented in whats-new.rst

Current implemented "fix": raise a UserWarning and suggest using swap_dims (*)

Alternatively, we could:

• revert the breaking change (i.e., create the index again) and raise a DeprecationWarning instead
• raise an error instead of a warning

I don't have strong opinions on this, I'm happy to implement another alternative. The downside of reverting the breaking change now is that unfortunately it will introduce a breaking change in the next release., while workarounds are pretty straightforward.

(*) from #6607 (comment), doing ds.set_coords(['lon']).rename(x='lon').set_index(lon='lon') is working too. With #6971, .set_xindex('lon') could work as well.

[headtr1ck]

looks good to me

[benbovy]

Thanks @headtr1ck, ok let's merge this.