API: ignore empty range/object dtype in Index setop operations (string dtype compat)

[jorisvandenbossche]

Exploring one option to address #60338

This makes that inserting/union etc with an empty RangeIndex or empty Index with object dtype (the types of index that get created for empty objects by default), ignores the dtype of that empty index.
This improves the workflow of creating an empty dataframe and adding columns or resetting the index (you can see the removed xfails). Also most of the test changes are changes that are essentially reverting previous edits (typically adding an explicit dtype=object) to get the tests passing for infer_string, and I think almost all those test changes show a better behaviour now.

I still want to add some explicit tests for the original use case (although everything is implicitly already covered in other tests, I think)

[WillAyd]

lgtm - I think this is a pretty reasonable workaround for the time being

[rhshadrach]

Agreed. While it's undesirable to me to ignore empty object dtype when using e.g. concat, using StringDtype should make having object dtype in the first place much more of an edge case. And the impact of this on e.g. adding columns to an empty DataFrame is worth the tradeoff.

[rhshadrach]

lgtm, needs a whatsnew, yea? I'd suggest a section at the top, I expect this to be somewhat commonly hit.