update ValueError for open_mfdataset for wild-card matching

[raybellwaves]

What happened:

Took engine="zarr" out of my open_mfdataset call and got

ValueError                                Traceback (most recent call last)
/tmp/ipykernel_24527/4212238570.py in <module>
      3 TqdmCallback(desc="dask tasks").register()
      4 
----> 5 ds = xr.open_mfdataset(
      6     "s3://era5-pds/zarr/*/*/data/air_temperature_at_2_metres.zarr",
      7     parallel=True,

/opt/userenvs/ray.bell/main/lib/python3.9/site-packages/xarray/backends/api.py in open_mfdataset(paths, chunks, concat_dim, compat, preprocess, engine, data_vars, coords, combine, parallel, join, attrs_file, combine_attrs, **kwargs)
    860             paths = [fs.get_mapper(path) for path in paths]
    861         elif is_remote_uri(paths):
--> 862             raise ValueError(
    863                 "cannot do wild-card matching for paths that are remote URLs: "
    864                 "{!r}. Instead, supply paths as an explicit list of strings.".format(

ValueError: cannot do wild-card matching for paths that are remote URLs: 's3://era5-pds/zarr/*/*/data/air_temperature_at_2_metres.zarr'. Instead, supply paths as an explicit list of strings.

What you expected to happen:

Give a suggestion that this can be fixed if engine="zarr"

Minimal Complete Verifiable Example:

import xarray as xr

ds = xr.open_mfdataset(
    "s3://era5-pds/zarr/2020/1*/data/eastward_wind_at_10_metres.zarr",
    backend_kwargs=dict(storage_options={"anon": True}),
)

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/ray/miniconda3/envs/main/lib/python3.9/site-packages/xarray/backends/api.py", line 862, in open_mfdataset
    raise ValueError(
ValueError: cannot do wild-card matching for paths that are remote URLs: 's3://era5-pds/zarr/2020/1*/data/eastward_wind_at_10_metres.zarr'. Instead, supply paths as an explicit list of strings.

ds = xr.open_mfdataset(
    "s3://era5-pds/zarr/2020/1*/data/eastward_wind_at_10_metres.zarr",
    backend_kwargs=dict(storage_options={"anon": True}),
    engine="zarr",
)
# works

Anything else we need to know?:

message here: https://github.com/pydata/xarray/blob/main/xarray/backends/api.py#L861

Environment:

Output of xr.show_versions()