TST: Add test cases for GH6173, appending to empty df
- [X] closes #6173
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hmm, previous check-in for GH4861 still showing in this branch, thought it wouldn't show as a diff after syncing to upstream (sorry, new to git)
Hello @eoveson! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/tests/indexing/test_loc.py`](https://github.com/eoveson/pandas/blob/8d0bb3770fe9971ce7a9c4d2eaac55ba8ac3e58a/pandas/tests/indexing/test_loc.py) !

 - There are no PEP8 issues in the file [`pandas/tests/indexing/test_multiindex.py`](https://github.com/eoveson/pandas/blob/8d0bb3770fe9971ce7a9c4d2eaac55ba8ac3e58a/pandas/tests/indexing/test_multiindex.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23806?src=pr&el=h1) Report
> Merging [#23806](https://codecov.io/gh/pandas-dev/pandas/pull/23806?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/3e01c384b532e32872053bcd71e627c69ec61cb3?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23806/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23806?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23806   +/-   ##
=======================================
  Coverage   92.29%   92.29%           
=======================================
  Files         161      161           
  Lines       51500    51500           
=======================================
  Hits        47531    47531           
  Misses       3969     3969
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.68% <ø> (ø)` | :arrow_up: |
| #single | `42.31% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23806?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23806?src=pr&el=footer). Last update [3e01c38...39ab773](https://codecov.io/gh/pandas-dev/pandas/pull/23806?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @eoveson 