groupby fails when MultiIndex contains Int64Index in an empty DataFrame in 1.0.0
#### Code Sample, a copy-pastable example if possible

```python
df = pd.DataFrame(
    [[123, "a", 1.0], [123, "b", 2.0]],
    columns=["id", "category", "value"]
)
df = df.set_index(["id", "category"])
df[df.value < 0].groupby("id").sum()
```

#### Problem description

When groupby is over a `Int64Index` in a `MultiIndex` for an empty DataFrame, the groupby fails with error: `ValueError: Unable to fill values because Int64Index cannot contain NA`

#### Expected Output

The groupby should not raise an error, instead the code above should output an empty DataFrame as would happen for `df[df.value < 0].groupby("category").sum()` 

#### Output of ``pd.show_versions()``

<details>

```
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.9.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 18.7.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.0.0
numpy            : 1.18.1
pytz             : 2019.2
dateutil         : 2.8.0
pip              : 18.1
setuptools       : 41.6.0
Cython           : None
pytest           : 5.1.2
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.3 (dt dec pq3 ext lo64)
jinja2           : 2.10.1
IPython          : 7.8.0
pandas_datareader: None
bs4              : 4.8.0
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.13.0
pytables         : None
pytest           : 5.1.2
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.6
tables           : None
tabulate         : 0.8.6
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
numba            : None
```

</details>