_concat_rangeindex_... now returns an empty RangeIndex for empty ranges
This is a follow up to PR #18191.

Overall the code is more readable by adding the constructors at the beginning and
explicitly calling `RangeIndex` constructor.

One range index test was changed to accommodate for the new behavior of the index concatenation function.

- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] 1 test changed

