BUG: Empty DataFrame constructor dtype

[rhshadrach]

• [x] closes #56679 (Replace xxxx with the GitHub issue number)
• [ ] Tests added and passed if fixing a bug or adding a new feature
• [ ] All code checks passed.
• [ ] Added type annotations to new arguments/methods/functions.
• [ ] Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[simonjayhawkins]

@rhshadrach is there an issue for this?

[rhshadrach]

Updated the OP @simonjayhawkins

[github-actions[bot]]

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