DataFrame.iloc does not raise for setitem if empty
This is a follow-up on [#32886 (comment)](https://github.com/pandas-dev/pandas/pull/32886#discussion_r396024385)

`test_setitem_ndarray_3d` in `pandas/tests/indexing/test_indexing.py` isn't raising for empty index, iloc and DataFrame parametrization.

The mentioned PR added a new `xfail` test for this combination: `test_setitem_ndarray_3d_does_not_fail_for_iloc_empty_dataframe`. The goal of this PR is to remove the `xfail` test and remove the associated `pytest.skip` in `test_setitem_ndarray_3d`.