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This is currently very slow. If adata has N names and we want to extract K names, the complexity is O(NK). Ideally we would use an ordered set for row_names and var_names, but we need the ordered set to support both key and index lookup as well as being able to return an index for a given key. OrderedSet from OrderedCollections.jl deprecated index lookup and does not have an API for looking up an index for a given key (see JuliaCollections/OrderedCollections.jl#64 and JuliaCollections/DataStructures.jl#180 (comment)
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