This is the code used to convert xarray to tif.
merged = xr.open_dataarray('/home/MERGED_NO2(1996-2021).nc')
a = merged[:,:,0]
bb = a.rename({'lon':'x', 'lat':'y'})
bb = bb.rio.write_crs("epsg:4326", inplace=True)
bb.rio.to_raster('/home/test.tif')
In arcmap, it is:

Why this output opens as points?