fix: add element paths to concat errors

[stanbot8]

Concat errors can omit the AnnData element path that caused the error. Reuse the concat element error context manager at each annotation boundary. Closes #552. All tests pass.

[codecov]

Codecov Report

❌ Patch coverage is 97.87234% with 3 lines in your changes missing coverage. Please review.
✅ Project coverage is 86.01%. Comparing base (8660a9d) to head (9553eed).
✅ All tests successful. No failed tests found.

Files with missing lines	Patch %	Lines
src/anndata/_core/merge.py	97.87%	3 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2568      +/-   ##
==========================================
- Coverage   87.83%   86.01%   -1.82%     
==========================================
  Files          49       49              
  Lines        7799     7872      +73     
==========================================
- Hits         6850     6771      -79     
- Misses        949     1101     +152     

Files with missing lines	Coverage Δ
src/anndata/_core/merge.py	86.48% <97.87%> (-7.32%)	⬇️

... and 7 files with indirect coverage changes