Add test for fixed regression in concat with empty DataFrames
- [ ✓ ] closes #39037 
- [ ✓ ] tests added / passed
- [ ✓ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them


Hello @weikhor! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-05-28 15:24:46 UTC @weikhor thanks for the PR. lint issue to resolve. Hi I have make change to code. Thank  Hi Thank for review. Have making changes to codes. looks fine, let's see what the CI says thanks @weikhor 