Fix lazy dataframe reindexing with unloaded annotation indexes

[ShreyanshGoyal]

• Closes pandas>=3 breaks with xarray.Dataset in obsm/varm when using anndata.concat and load_annotation_index #2475
• Tests added
• Release note not necessary because:

Summary

Fix lazy concatenation of dataframe annotations when load_annotation_index=False and the datasets require outer reindexing.

Root cause

Lazy dataframe annotations retain a temporary range index while their real annotation index is stored separately as the true index. Dataset2D.reindex aligned against that temporary range index. With pandas 3 string dtypes, xarray then attempted to fill the string index variable with np.nan and raised DTypePromotionError.

Reindexing now works on a shallow copy whose computational index has first been switched to the true annotation index. The original lazy dataset remains unchanged.

Test plan

• Reproduce pandas>=3 breaks with xarray.Dataset in obsm/varm when using anndata.concat and load_annotation_index #2475 on current main
• Add a regression covering outer concatenation with unloaded annotation indexes
• Confirm the regression fails without the source fix with the reported DTypePromotionError
• Run tests/lazy/test_concat.py: 570 passed, 64 skipped, 16 xfailed, 56 subtests passed
• Run Ruff checks and formatting checks on changed Python files
• Add a release note fragment

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 85.87%. Comparing base (b2e6177) to head (34da1cc).
✅ All tests successful. No failed tests found.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2565      +/-   ##
==========================================
- Coverage   87.81%   85.87%   -1.95%     
==========================================
  Files          49       49              
  Lines        7799     7803       +4     
==========================================
- Hits         6849     6701     -148     
- Misses        950     1102     +152     

Files with missing lines	Coverage Δ
src/anndata/_core/xarray.py	97.10% <100.00%> (+0.05%)	⬆️

... and 8 files with indirect coverage changes