Raise error when assigning IndexVariable.values

Fixes pydata#3470

Author: dcherian

xarray/core/variable.py

@@ -2065,6 +2065,13 @@ def data(self, data):
         if not isinstance(self._data, PandasIndexAdapter):
             self._data = PandasIndexAdapter(self._data)
 
+    @Variable.values.setter  # type: ignore
+    def values(self, values):
+        raise ValueError(
+            f"Cannot assign to the .values attribute of dimension coordinate a.k.a IndexVariable {self.name!r}. "
+            f"Please use DataArray.assign_coords, Dataset.assign_coords or Dataset.assign as appropriate."
+        )
+
     def chunk(self, chunks=None, name=None, lock=False):
         # Dummy - do not chunk. This method is invoked e.g. by Dataset.chunk()
         return self.copy(deep=False)