ENH: `df.explode` should turn empty lists into *no* rows rather than a NaN row
#### Is your feature request related to a problem?

When using `df.explode`, I'd expect that a list-like `L` gets transformed into `len(L)` rows and a scalar into 1 row. While documented, the current behavior of turning empty list-likes into 1 row containing NaN instead of 0 rows is counterintuitive.

#### Describe the solution you'd like

Ideally `df.explode` would transform empty list-likes into 0 rows, or, to maintain backwards compatibility, introduce an argument `collapse_empty=False` (or similar -- maybe `implode_empty` in keeping with the theme) that I could set to `True`.

#### API breaking implications

If `collapse_empty=False` by default then there would be no API breaking changes.

#### Describe alternatives you've considered

Carefully using `df.dropna` after `df.explode` to remove any null values I don't want while preserving null values that had belonged to lists prior to the explode.

#### Additional context

Using the example in the docs here: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.explode.html

```python
>>> df = pd.DataFrame({'A': [[1, 2, 3], 'foo', [], [3, 4]], 'B': 1})
>>> df
           A  B
0  [1, 2, 3]  1
1        foo  1
2         []  1
3     [3, 4]  1

>>> df.explode('A', collapse_empty=True)
     A  B
0    1  1
0    2  1
0    3  1
1  foo  1
3    3  1
3    4  1

```

I believe that the change would require adding a corresponding argument to [`reshape.explode`](https://github.com/pandas-dev/pandas/blob/75609da1dfcf136f9a6e2f37eff5809cacde2925/pandas/_libs/reshape.pyx#L103) and then using that argument in the length checks in lines [129](https://github.com/pandas-dev/pandas/blob/75609da1dfcf136f9a6e2f37eff5809cacde2925/pandas/_libs/reshape.pyx#L129) and [143](https://github.com/pandas-dev/pandas/blob/75609da1dfcf136f9a6e2f37eff5809cacde2925/pandas/_libs/reshape.pyx#L143). Something like this:

```python
if len(v):
    ...
elif not collapse_empty:
    # empty list-like, use a nan marker
    ...
```