BUG: Frequency not set on empty series
- [x] closes #14320 
- [x] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14340?src=pr) is 85.26% (diff: 100%)

> Merging [#14340](https://codecov.io/gh/pandas-dev/pandas/pull/14340?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

``` diff
@@             master     #14340   diff @@
==========================================
  Files           140        140          
  Lines         50632      50635     +3   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43170      43173     +3   
  Misses         7462       7462          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [96b364a...35abfd0](https://codecov.io/gh/pandas-dev/pandas/compare/96b364a4a337b608c92dd6d5a00ceedd80c29315...35abfd0f40af5065acb99b49a90b09eb59b484e8?src=pr)
 @sahildua2305 you need to rebase on master

`git rebase -i origin/master`
 Oops! Last time I rebased this branch it was fine. I will do that again.
 if that doesn't work, then close and open a new PR. We had shifted the url of the repo.
 Sure!
