ENH: Add empty property to Index.
Previously, attempting to evaluate an Index in a boolean context prints
an error message listing various alternatives, one of which is `.empty`,
which was not actually implemented on `Index`.

 - [x] closes #13207
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry
