BUG: Calling apply on empty DataFrame on axis="columns" loops on an empty default Series
### 

- [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.

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


### Reproducible Example

```python
>>> import pandas as pd
>>> pd.DataFrame([], columns=["a", "b", "c"]).apply(lambda row: print(row), axis=1)
Series([], dtype: float64)
```


### Issue Description

Is it normal that DataFrame.apply(axis=1) loops once when the DataFrame is empty?
Sounds like a weird, unexpected behaviour to me (and introduced breakage in our codebase).
I guess this is to return an empty Series for assignment?

### Expected Behavior

`DataFrame.apply(axis=1)` on an empty DataFrame should not loop (and still return an empty Series)

### Installed Versions

<details>

INSTALLED VERSIONS
------------------
commit           : 73c68257545b5f8530b7044f56647bd2db92e2ba
python           : 3.8.7.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 20.6.0
Version          : Darwin Kernel Version 20.6.0: Mon Aug 30 06:12:21 PDT 2021; root:xnu-7195.141.6~3/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.3
numpy            : 1.21.2
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 21.0.1
setuptools       : 54.1.2
Cython           : None
pytest           : 6.2.5
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : 3.0.1
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.9.1 (dt dec pq3 ext lo64)
jinja2           : 2.11.3
IPython          : 7.27.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : 2021.08.1
fastparquet      : None
gcsfs            : 2021.08.1
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : 3.0.7
pandas_gbq       : 0.14.1
pyarrow          : 1.0.1
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : 1.3.24
tables           : None
tabulate         : 0.8.9
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
