Fix io_pyro prior dims

[nitishp25]

Description

Currently, io_pyro adds an extra dim to the data variables in prior. This is because the pyro data is 2D (column vector) and calling expand_dims on this creates a 3D variable with an unwanted dim.
This is to fix that behaviour.

Checklist

• Follows official PR format
• Code style correct (follows pylint and black guidelines)

[OriolAbril]

I would add this to the changelog