Fix Dataset rolling reduce

Author: kmsquire

xarray/core/rolling.py

@@ -744,7 +744,9 @@ def _dataset_implementation(self, func, keep_attrs, **kwargs):
                     reduced[key].attrs = {}
 
         attrs = self.obj.attrs if keep_attrs else {}
-        return Dataset(reduced, coords=self.obj.coords, attrs=attrs)
+        coords = self._get_rolling_dim_coords(all_dims=True)
+
+        return Dataset(reduced, coords=coords, attrs=attrs)
 
     def reduce(self, func, keep_attrs=None, **kwargs):
         """Reduce the items in this group by applying `func` along some