BUG: Handle zero-chunked pyarrow.ChunkedArray in StringArray
- [x] closes #41040
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

The test failure on Windows is unrelated and also happening on master. This happens sometimes, ``ResourceWarning`` yes > Period and Interval might have the same problem (but also fine to leave it as follow-up)

I'll fix that here, too. Thanks @xhochy !