BUG: empty Series concat has no effect
- [x] closes #11082, closes #12695, closes #12696
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Also includes some cleanup for #10723

CC: @AnkurDedania , @IamGianluca

thanks @sinhrks awesome cleanups!
