BUG: pd.get_dummies() returns copy of DataFrame for DataFrame with single integer dtype column
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- [ ] I have confirmed this bug exists on the latest version of pandas.

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

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
import pandas as pd
df = pd.DataFrame({"C": [1, 2, 3]})
pd.get_dummies(df)
```

#### Problem description

see https://github.com/pandas-dev/pandas/issues/39110#issuecomment-758726915

output is 
```
   C
0  1
1  2
2  3
```
#### Expected Output

Empty DataFrame

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

<details>

[paste the output of ``pd.show_versions()`` here leaving a blank line after the details tag]

INSTALLED VERSIONS
------------------
commit           : 7ceeef50e8cf5bdb678021511d7aa3b518f40b84
python           : 3.8.6.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.19041
machine          : AMD64
processor        : Intel64 Family 6 Model 142 Stepping 12, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : English_United Kingdom.1252

pandas           : 1.3.0.dev0+634.g7ceeef50e8
numpy            : 1.19.2
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.4
setuptools       : 49.6.0.post20201009
Cython           : 0.29.21
pytest           : 6.1.1
hypothesis       : 5.37.4
sphinx           : 3.2.1
blosc            : None
feather          : None
xlsxwriter       : 1.3.7
lxml.etree       : 4.6.1
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.18.1
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : 1.3.2
fsspec           : 0.8.4
fastparquet      : 0.4.1
gcsfs            : 0.7.1
matplotlib       : 3.3.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.5
pandas_gbq       : None
pyarrow          : 2.0.0
pyxlsb           : None
s3fs             : 0.4.2
scipy            : 1.5.0
sqlalchemy       : 1.3.20
tables           : 3.6.1
tabulate         : 0.8.7
xarray           : 0.16.1
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : 0.51.2

</details>
