(fix): ExtensionArray + DataArray roundtrip

[ilan-gold]

I drive-by added name to the Series since it wasn't there before.

• Closes to_pandas on DataArray with extension array data type #9519
• Tests added
• User visible changes (including notable bug fixes) are documented in whats-new.rst
• New functions/methods are listed in api.rst

[shoyer]

It appears that this PR may have broken some upstream pandas tests, specifically testing round-trips with various index types:
https://github.com/pandas-dev/pandas/blob/e78ebd3f845c086af1d71c0604701ec49df97228/pandas/tests/generic/test_to_xarray.py#L32

Here's a minimal test case:

import pandas as pd
import numpy as np

cat = pd.Categorical(list("abcd"))
df = pd.DataFrame({"f": cat}, index=cat)
restored = df.to_xarray().to_dataframe()
print(restored.index)  # Index(['a', 'b', 'c', 'd'], dtype='object', name='index')
print(df.index)  # CategoricalIndex(['a', 'b', 'c', 'd'], categories=['a', 'b', 'c', 'd'], ordered=False, dtype='category')

I'm not sure if this is a pandas or xarray issue, but it's one or the other!

(My guess is that most of these tests in pandas should probably live in xarray instead, given that we implement all the conversion logic.)