NaN column not preprocessed properly

Missing values must be missing in the same location both left and right sides

Dropping the column fixed the issue, but this should be possible to be dropped in backend or maybe raise a more descriptive exception which informs the user about the actual column for example.

Assigned this to the 2023-03 milestone since an experiment today with the published version of Cobra shows this issue is not yet fixed in (merged into) the main branch.