[ENH] `concat` operation on distributions

[SaiRevanth25]

Reference Issues/PRs

#340

What does this implement/fix? Explain your changes.

Implements the concat operation on distributions.

See https://github.com/sktime/skpro/issues/340#issuecomment-2453301902

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• [x] The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.