BUG: bug in groupby on empty frame with multi groupers
closes #16064 
xref #14784 
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=h1) Report
> Merging [#16090](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d313e4dd7605a658869f5d026d6705afb169ab40?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16090/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16090      +/-   ##
==========================================
+ Coverage   90.84%   90.84%   +<.01%     
==========================================
  Files         159      159              
  Lines       50774    50776       +2     
==========================================
+ Hits        46125    46129       +4     
+ Misses       4649     4647       -2
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.62% <100%> (ø)` | :arrow_up: |
| #single | `40.35% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `96.72% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.43% <0%> (+0.09%)` | :arrow_up: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/16090?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.03% <0%> (+0.34%)` | :arrow_up: |

------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
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