BUG: pd.IntervalIndex.difference raises when empty difference
#### Code Sample, a copy-pastable example if possible

```python
>>> ii1 = pd.IntervalIndex.from_breaks([0,1,2])
>>> ii2 = pd.IntervalIndex.from_breaks([0,1])
>>> ii2.difference(ii1)
TypeError: category, object, and string subtypes are not supported for IntervalIndex
```
#### Problem description

A test in my PR #19021 that passed a few days ago, is now failing. The issue is  AFAIKT that ``IntervalIndex.difference`` incorrectly casts an empy difference as having dtype ``object``, where it should have dtype ``Interval[int64]``.

xref #19022, that seems to have surfaced if not caused this bug.

#### Expected Output
Expected was ``IntervalIndex([] closed='right', dtype='interval[int64]')``.

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

<details>

INSTALLED VERSIONS
------------------
commit: 26e7419e7de6d91981bd905e1585850a19f0a3c2
python: 3.6.3.final.0
python-bits: 32
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.22.0.dev0+511.g26e7419
pytest: 3.3.1
pip: 9.0.1
setuptools: 38.2.5
Cython: 0.26.1
numpy: 1.13.3
scipy: 1.0.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.6.3
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.3
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 2.1.0
openpyxl: 2.4.9
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: None
lxml: None
bs4: None
html5lib: 1.0b10
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

</details>

  
  