BUG: inconsistency when transposing empty datetime column
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

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


### Reproducible Example

```python
>>> import pandas as pd
>>> srs = pd.Series(pd.to_datetime([]))
>>> srs
Series([], dtype: datetime64[ns])
>>> srs.T.T
Series([], dtype: datetime64[ns])  # this works as expected
>>> srs.T
Series([], dtype: datetime64[ns])
>>> df = pd.DataFrame({"x": pd.to_datetime([])})
>>> df
Empty DataFrame
Columns: [x]
Index: []
>>> df.dtypes
x    datetime64[ns]
dtype: object
>>> df.T.dtypes
Series([], dtype: object)
>>> df.T.T.dtypes  # this might be unexpected behaviour, datetime64[ns] is expected
x    float64
dtype: object
```


### Issue Description

When transposing an empty dataframe with one `datetime` column, we get an `object` dtype for the columns. When transposing this once more we should end up with the original dataframe, but we get a `float64` dtype instead. This works fine for `pd.Series`

### Expected Behavior

I would expect 
```python
>>> df.T.T.dtypes
x    datetime64[ns]
dtype: object
```

### Installed Versions

<details>
INSTALLED VERSIONS
------------------
commit           : 969b07c82a00bc2ee6c9028d2f2ea797632057c8
python           : 3.8.11.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.0-77-generic
Version          : #86~18.04.1-Ubuntu SMP Fri Jun 18 01:23:22 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.4.0.dev0+1057.g969b07c82a
numpy            : 1.21.1
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 21.0.1
setuptools       : 58.0.4
Cython           : 0.29.24
pytest           : 6.2.5
hypothesis       : 5.37.4
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.4.3
numexpr          : None
odfpy            : None
openpyxl         : 3.0.9
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.4.26
tables           : None
tabulate         : None
xarray           : None
xlrd             : 2.0.1
xlwt             : None
numba            : None


</details>
