Issue 21932: Added Regression Test for index of pivot_table on empty table
- [x] closes #21932 
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature


@phofl, @noatamir, @jorisvandenbossche and @marcogorelli 


thx @MirijaH 