Non unique column names throw obscure error in concat

[falexwolf]

The following error is thrown as one AnnData object has two columns with the same name in .obs. It'd be great to have a better error message ("non-unique column names do not work with concat outer"):

[ivirshup]

Oh, yeah that's super unhelpful.

Weird that pandas give's a much better error for non-unique indices (#480). This is an old open issue in pandas: pandas-dev/pandas#6963

[github-actions]

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