BUG: DataFrame.from_records with empty rec array
keep the dtypes

Closes https://github.com/pandas-dev/pandas/issues/20805
@WillAyd comments, and a lint issue. otherwise lgtm. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=h1) Report
> Merging [#20806](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/41db52730b47ff1d707004decd1214fb87e5c533?src=pr&el=desc) will **increase** coverage by `0.02%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20806/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&height=150&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20806      +/-   ##
==========================================
+ Coverage   91.81%   91.83%   +0.02%     
==========================================
  Files         153      153              
  Lines       49318    49319       +1     
==========================================
+ Hits        45279    45294      +15     
+ Misses       4039     4025      -14
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.23% <100%> (+0.02%)` | :arrow_up: |
| #single | `41.87% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/20806/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.17% <100%> (ø)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/20806/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `84.79% <0%> (+0.2%)` | :arrow_up: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/20806/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `66.81% <0%> (+1.73%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=footer). Last update [41db527...29af436](https://codecov.io/gh/pandas-dev/pandas/pull/20806?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Hmm I can't reproduce the failures locally with those versions of python / NumPy.

May end up pushing this. The `Series([])` dtype change (which this is for) isn't critical for 0.23. can you rebase closing as stale. if you'd like to continue, pls ping.