MAINT: Give nice error message if xarray import fails

[gfyoung]

Title is self-explanatory. Shouldn't xarray get the same nice error message as feather-format?

[codecov]

Codecov Report

Merging #16664 into master will decrease coverage by <.01%.
The diff coverage is 50%.

@@            Coverage Diff             @@
##           master   #16664      +/-   ##
==========================================
- Coverage   90.93%   90.93%   -0.01%     
==========================================
  Files         161      161              
  Lines       49266    49269       +3     
==========================================
  Hits        44801    44801              
- Misses       4465     4468       +3

Flag	Coverage Δ
#multiple	88.69% <50%> (-0.01%)	⬇️
#single	40.22% <0%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/generic.py	92.27% <50%> (-0.1%)	⬇️
pandas/core/indexes/datetimes.py	95.23% <0%> (-0.1%)	⬇️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update ceaf852...8925f00. Read the comment docs.

[codecov]

Codecov Report

Merging #16664 into master will decrease coverage by <.01%.
The diff coverage is 50%.

@@            Coverage Diff             @@
##           master   #16664      +/-   ##
==========================================
- Coverage   90.93%   90.93%   -0.01%     
==========================================
  Files         161      161              
  Lines       49266    49269       +3     
==========================================
  Hits        44801    44801              
- Misses       4465     4468       +3

Flag	Coverage Δ
#multiple	88.69% <50%> (-0.01%)	⬇️
#single	40.22% <0%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/generic.py	92.27% <50%> (-0.1%)	⬇️
pandas/core/indexes/datetimes.py	95.23% <0%> (-0.1%)	⬇️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update ceaf852...8925f00. Read the comment docs.

[jreback]

thanks!