regression fix for merging DF with datetime index with empty DF
- [X ] closes https://github.com/pandas-dev/pandas/issues/36895
- [X ] tests added / passed
- [X ] passes `black pandas`
- [ X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ X] whatsnew entry

Can you also add a test and a v1.1.4 release note? needs test(s) 👍   ^^ These test failures seem unrelated and windows-dependent on a timezone feature This looks great! This fix will help my team a great deal.  ^ These test failures look like unrelated timeouts  Any updates on the availability of this bug-fix? 🙂  well this hasn't even been reviewed yet  @jreback Ready for your re-review. Thank you! @jreback green! thanks @PCerles very nice! You're welcome, thanks for your help maintaining Pandas!