BUG: read_csv: C and python engines have inconsistent behavior when `parse_dates=[]`
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
import io
import pandas as pd

s = """some_header
2020-01-01 01:00:00"""


print('python,parse_dates=False')
print(pd.read_csv(io.StringIO(s), parse_dates=False, engine='python', delimiter=' '))
print('python,parse_dates=[]')
print(pd.read_csv(io.StringIO(s), parse_dates=[], engine='python', delimiter=' '))

print('c, parse_dates=False')
print(pd.read_csv(io.StringIO(s), parse_dates=False, engine='c', delimiter=' '))
print('c, parse_dates=[]')
print(pd.read_csv(io.StringIO(s), parse_dates=[], engine='c', delimiter=' '))

```

#### Problem description

In the code above, the first three `read_csv` calls succeed, but the last one crashes:

```
Traceback (most recent call last):
  File "bug.py", line 16, in <module>
    print(pd.read_csv(io.StringIO(s), parse_dates=[], engine='c', delimiter=' '))
  File "/home/hong/wsrc/dax-api/.tox/dev/lib64/python3.8/site-packages/pandas/io/parsers.py", line 688, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "/home/hong/wsrc/dax-api/.tox/dev/lib64/python3.8/site-packages/pandas/io/parsers.py", line 460, in _read
    data = parser.read(nrows)
  File "/home/hong/wsrc/dax-api/.tox/dev/lib64/python3.8/site-packages/pandas/io/parsers.py", line 1198, in read
    ret = self._engine.read(nrows)
  File "/home/hong/wsrc/dax-api/.tox/dev/lib64/python3.8/site-packages/pandas/io/parsers.py", line 2200, in read
    values = self._maybe_parse_dates(values, i, try_parse_dates=True)
  File "/home/hong/wsrc/dax-api/.tox/dev/lib64/python3.8/site-packages/pandas/io/parsers.py", line 2261, in _maybe_parse_dates
    if try_parse_dates and self._should_parse_dates(index):
  File "/home/hong/wsrc/dax-api/.tox/dev/lib64/python3.8/site-packages/pandas/io/parsers.py", line 1569, in _should_parse_dates
    j = self.index_col[i]
TypeError: 'NoneType' object is not subscriptable
```

#### Expected Output

The content of the CSV being printed.

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

<details>
```
INSTALLED VERSIONS
------------------
commit           : b5958ee1999e9aead1938c0bba2b674378807b3d
python           : 3.8.0.final.0
python-bits      : 64
OS               : Linux
OS-release       : 3.10.0-1160.6.1.el7.x86_64
Version          : #1 SMP Wed Oct 21 13:44:38 EDT 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.5
numpy            : 1.19.4
pytz             : 2020.4
dateutil         : 2.8.1
pip              : 20.3.1
setuptools       : 50.3.2
Cython           : None
pytest           : 6.2.0
hypothesis       : None
sphinx           : 3.3.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None
```

</details>
