datetime64[ns] dtype coerced to object after pd.concat(axis=1)
#### Code example using pandas 0.25.1

```python
import pandas as pd

df1 = pd.DataFrame([], index=[], columns = ["foo"])
df2 = pd.DataFrame(data=list(range(20)),index=pd.date_range(start='2000', end='2020', freq='A-DEC'),columns=["bar"])
print(df2.index.dtype.name)
# Output: `datetime64[ns]`

df = pd.concat([df1, df2], axis=1)
print(df.index.dtype.name)
# Output: `object`

```
#### Problem description

The expected dtype of the concatenated DataFrame `df` should be `datetime64[ns]`. Previously, with Pandas 0.24.2, this was the case. After upgrading to pandas 0.25.1 it changed to `object`.

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-64-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_ZA.UTF-8
LOCALE           : en_ZA.UTF-8

pandas           : 0.25.1
numpy            : 1.17.2
pytz             : 2019.2
dateutil         : 2.8.0
pip              : 19.2.3
setuptools       : 40.4.3
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : 1.2.1
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.3 (dt dec pq3 ext lo64)
jinja2           : 2.10
IPython          : None
pandas_datareader: None
bs4              : 4.8.0
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : 3.0.0
pandas_gbq       : None
pyarrow          : 0.14.1
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : 1.2.1


</details>
