Adding test for assert_equal_index with empty iterables
- [x] closes #16844 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

You will need to run `black pandas` Thanks @VijayantSoni  Thank you guys @mroeschke @gfyoung 