Fix DataFrame.agg produces different types if the DataFrame is empty
- [ ✔] closes https://github.com/pandas-dev/pandas/issues/41672
- [ ❌] tests added / passed
- [ ❌] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them


Hello @weikhor! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-05-30 01:26:58 UTC This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. Thanks @weikhor for the PR. can you add a release note to doc/source/whatsnew/v1.3.1.rst, Bug fixes section and address https://github.com/pandas-dev/pandas/pull/41722#discussion_r642685684 Thanks for the PR, but it appears this has gone stale and needs addressing of the reviews. Closing, but happy to reopen if still interested.