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single coordinate is overwritten with dimension by set_index #2537

@mschrimpf

Description

@mschrimpf

Code Sample

import xarray as xr
d = xr.DataArray([0], coords={'coord': ('dim', [0])}, dims=['dim'])
d.set_index(append=True, inplace=True, dim=['coord'])
d.sel(dim=0)  # works
d.sel(coord=0)  # doesn't work, coord does not exist anymore
print(d)
<xarray.DataArray (dim: 1)>
array([0])
Coordinates:
  * dim      (dim) int64 0

Problem description

when a DataArray is initialized with a dimension containing only one coordinate, selection on the coordinate is not directly possible. As a workaround, we can set_index but if there is only one coordinate on a dimension, the coordinate vanishes and its values are attached to the dimension directly.

The DataArrays in my use case are generic, in some cases there are multiple coordinates and sometimes there is only one. If the one consistent coordinate is discarded for some cases, follow-up code becomes tedious.
Having a single-coordinate MultiIndex would be much more intuitive so that one can still .sel over the coordinate.

Expected Output

<xarray.DataArray (dim: 1)>
array([0])
Coordinates:
  * dim      MultiIndex
    coord   (dim) int64 0

For more than one coordinate on the dimension, the dimension becomes a MultiIndex with all the coordinates. With only a single coordinate however, this does not happen.

Output of xr.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.6.6.final.0 python-bits: 64 OS: Linux OS-release: 4.4.0-137-generic machine: x86_64 processor: x86_64 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8 xarray: 0.10.8 pandas: 0.23.4 numpy: 1.15.1 scipy: 1.1.0 netCDF4: 1.4.1 h5netcdf: None h5py: 2.8.0 Nio: None zarr: None bottleneck: None cyordereddict: None dask: 0.19.1 distributed: None matplotlib: 2.2.3 cartopy: None seaborn: 0.9.0 setuptools: 39.1.0 pip: 10.0.1 conda: None pytest: 3.8.0 IPython: 6.5.0 sphinx: None

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