BUG: Scalar assignment to empty dataframe with loc. Closes GH41891
This weakens a check introduced in 7bbeb79297532d209d67f7bdc61394ddee3acbb1  in PR #5227 addressing issue #5226 ("New appending behavior doesn't work on an empty DataFrame") which caused ValueErrors for `df[:, 1] = 1` if df is an empty DataFrame. With this commit no error is thrown and the column is added to the dataframe (which remains empty).
 
See #41891 for why this makes sense. 

- [x] closes #41891
- [x] 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
- [ ] whatsnew entry
