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This PR fixes an inconsistency where expand_dims created object-dtype
coordinates for string inputs instead of NumPy unicode dtype.

Changes:

  • Preserve NumPy unicode dtype for string coordinates created via expand_dims
  • Prevent object-dtype propagation through concat by improving
    PandasIndex coord dtype inference
  • Add regression tests covering both cases

Fixes #11061

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expand_dims creates object dtype for string coordinates instead of inferring string dtype

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