CI: xarray upgrade to 0.19 broke CI Checks pipeline

[phofl]

Xarray was recently upgrade from 0.18.2 to 0.19 in our ci. This broke the checks pipeline

Passing:
https://github.com/pandas-dev/pandas/runs/3155104841

Failing:
https://github.com/pandas-dev/pandas/pull/42713/checks?check_run_id=3155841275

[phofl]

Following errors happen:

 Performing static analysis using mypy
/usr/share/miniconda/envs/pandas-dev/lib/python3.8/site-packages/xarray/core/common.py:1659: error: INTERNAL ERROR -- Please try using mypy master on Github:
https://mypy.readthedocs.io/en/stable/common_issues.html#using-a-development-mypy-build
If this issue continues with mypy master, please report a bug at https://github.com/python/mypy/issues
version: 0.910
/usr/share/miniconda/envs/pandas-dev/lib/python3.8/site-packages/xarray/core/common.py:1659: : note: please use --show-traceback to print a traceback when reporting a bug
Performing static analysis using mypy DONE
Error: Process completed with exit code 2.

Some mypy issue

Doctest issue:

 _______________ [doctest] pandas.core.generic.NDFrame.to_xarray ________________
3086 
3087         >>> df_multiindex
3088                            speed
3089         date       animal
3090         2018-01-01 falcon    350
3091                    parrot     18
3092         2018-01-02 falcon    361
3093                    parrot     15
3094 
3095         >>> df_multiindex.to_xarray()
Differences (unified diff with -expected +actual):
    @@ -1,4 +1,4 @@
     <xarray.Dataset>
    -Dimensions:  (animal: 2, date: 2)
    +Dimensions:  (date: 2, animal: 2)
     Coordinates:
       * date     (date) datetime64[ns] 2018-01-01 2018-01-02