concat: Set dimension name, if set in provided DataArray.

[dcherian]

• Closes Make passing a DataArray for the xarray.concat dim argument equivalent to passing a pandas Index #1646 (remove if there is no corresponding issue, which should only be the case for minor changes)
• Tests added (for all bug fixes or enhancements)
• Tests passed (for all non-documentation changes)
• Passes git diff upstream/master **/*py | flake8 --diff (remove if you did not edit any Python files)
• Fully documented, including whats-new.rst for all changes and api.rst for new API (remove if this change should not be visible to users, e.g., if it is an internal clean-up, or if this is part of a larger project that will be documented later)

[max-sixty]

@dcherian any interest in finishing this off?

[dcherian]

I'm not sure what to do. See #1646