TST : Added test for creating empty dataframe with column of type str…
- [x] closes #34915
- [x] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

For now I have placed the test in ```tests/frame/test_constructors.py``` but maybe we don't want tests for extension dtypes in that file, in which case i can move it elsewhere. lgtm - @TomAugspurger any thoughts on location of test before merge? This looks good, thanks.