Added test case to lock in behaviour
* In previous versions, concatenating to empty EA was resetting type information to np.object

- [x] closes #48510  (Replace xxxx with the Github issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

I wasn't sure which issue to reference since it was resolved as part of something else, so I took this one for which I only really added a test case (not the actual fix). @mroeschke would you like me to reference another issue instead (or remove this from whatsnew entirely)?
Looks to be some style issues: https://github.com/pandas-dev/pandas/actions/runs/3056453602/jobs/4930635737 Thanks @ssche 