Documentation request: add examples for carrying out "ncecat" in xarray

In climate science, a very common task involves concatenating NetCDF files with identical variables, dimensions, and coordinates along a brand new "ensemble member" or "record" dimension. With the NetCDF Operators, this is accomplished using ncecat.

MCVE Code Sample

Currently, it seems the correct way to do this in xarray is with xarray.combine_nested as follows:

import xarray as xr
files = ['member1.nc', 'member2.nc', ...]
ds = xr.open_mfdataset(
    files,
    combine='nested',
    concat_dim='record',
)

Problem Description

While this works, there does not seem to be any mention of this use case in the combine_nested or open_mfdataset docs... and using combine='nested' to concatenate along a brand new dimension feels quite unintuitive to me.

It would be nice to have examples in combine_nested and/or open_mfdataset with this special usage or mention the possibility of creating brand new dimensions with concat_dim. For example:

In [1]: import xarray as xr 
   ...: datasets = [
   ...:     xr.Dataset({'temp': (('x', 'y'), np.random.rand(10, 20))})
   ...:     for i in range(3)
   ...: ]
   ...: xr.combine_nested(datasets, concat_dim='record')
Out[1]:
<xarray.Dataset>
Dimensions:  (record: 3, x: 10, y: 20)
Dimensions without coordinates: record, x, y
Data variables:
    temp     (record, x, y) float64 0.32 0.4897 0.2659 ... 0.3485 0.0251 0.399

Output of xr.show_versions()

n/a

Start with the documentation for xarray.combine_nested and xarray.open_mfdataset, then run the supplied MCVE for concatenating datasets along a new record dimension. Done means the relevant documentation includes a clear example or explanation of this usage, with the example rendering correctly.