BUG: reindex on empty Series raises ValueError: zero-size array to reduction operation
- [x] I have checked that this issue has not already been reported.

- [x] 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.

---

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

```python
index = pd.MultiIndex.from_tuples([], names=["first", "second"])
s = pd.Series([], index=index, dtype=object)
print(f"s...\n{s}\n")
print(f"reindexed...\n{s.reindex(['a'], level='first')}")
```

prints
```
s...
Series([], dtype: object)
```
and then raises.


#### Problem description

reindex raises `ValueError: zero-size array to reduction operation maximum which has no identity` from `numpy/core/_methods.py`. Traceback:

<details>
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-37-935bb97993f2> in <module>
      3 s = pd.Series(range(len(index)), index=index, dtype=object)
      4 print(f"s...\n{s}\n")
----> 5 print(f"reindexed...\n{s.reindex(['a'], level='first')}")

~/.pyenv/versions/3.7.9/envs/covid-data-model/lib/python3.7/site-packages/pandas/core/series.py in reindex(self, index, **kwargs)
   4343     )
   4344     def reindex(self, index=None, **kwargs):
-> 4345         return super().reindex(index=index, **kwargs)
   4346 
   4347     def drop(

~/.pyenv/versions/3.7.9/envs/covid-data-model/lib/python3.7/site-packages/pandas/core/generic.py in reindex(self, *args, **kwargs)
   4810         # perform the reindex on the axes
   4811         return self._reindex_axes(
-> 4812             axes, level, limit, tolerance, method, fill_value, copy
   4813         ).__finalize__(self, method="reindex")
   4814 

~/.pyenv/versions/3.7.9/envs/covid-data-model/lib/python3.7/site-packages/pandas/core/generic.py in _reindex_axes(self, axes, level, limit, tolerance, method, fill_value, copy)
   4826             ax = self._get_axis(a)
   4827             new_index, indexer = ax.reindex(
-> 4828                 labels, level=level, limit=limit, tolerance=tolerance, method=method
   4829             )
   4830 

~/.pyenv/versions/3.7.9/envs/covid-data-model/lib/python3.7/site-packages/pandas/core/indexes/multi.py in reindex(self, target, method, level, limit, tolerance)
   2469                 target = ensure_index(target)
   2470             target, indexer, _ = self._join_level(
-> 2471                 target, level, how="right", return_indexers=True, keep_order=False
   2472             )
   2473         else:

~/.pyenv/versions/3.7.9/envs/covid-data-model/lib/python3.7/site-packages/pandas/core/indexes/base.py in _join_level(self, other, level, how, return_indexers, keep_order)
   3922             else:  # tie out the order with other
   3923                 if level == 0:  # outer most level, take the fast route
-> 3924                     ngroups = 1 + new_lev_codes.max()
   3925                     left_indexer, counts = libalgos.groupsort_indexer(
   3926                         new_lev_codes, ngroups

~/.pyenv/versions/3.7.9/envs/covid-data-model/lib/python3.7/site-packages/numpy/core/_methods.py in _amax(a, axis, out, keepdims, initial, where)
     37 def _amax(a, axis=None, out=None, keepdims=False,
     38           initial=_NoValue, where=True):
---> 39     return umr_maximum(a, axis, None, out, keepdims, initial, where)
     40 
     41 def _amin(a, axis=None, out=None, keepdims=False,

ValueError: zero-size array to reduction operation maximum which has no identity
</details>

#### Expected Output

I think it makes sense for `s.reindex(['a'], level='first')` to return an empty Series, as it does when `s` is not empty:

```python
index = pd.MultiIndex.from_tuples([('bar', 'one'),('foo', 'two')], names=["first", "second"])
s = pd.Series(range(len(index)), index=index, dtype=object)
print(f"s...\n{s}\n")
print(f"reindexed...\n{s.reindex(['a'], level='first')}")
```

prints
```
s...
first  second
bar    one       0
foo    two       1
dtype: object

reindexed...
Series([], dtype: object)
```

In 1.0.3 I could use df.loc[['label']] to get a slice without an exception when no data was found but that started raising KeyError when I upgraded to 1.2.3. I'm using reindex per https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#reindexing

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

<details>

INSTALLED VERSIONS
------------------
commit           : f2c8480af2f25efdbd803218b9d87980f416563e
python           : 3.7.9.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.19.0-11-amd64
Version          : #1 SMP Debian 4.19.146-1 (2020-09-17)
machine          : x86_64
processor        : 
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.3
numpy            : 1.20.1
pytz             : 2020.5
dateutil         : 2.8.1
pip              : 21.0.1
setuptools       : 47.1.0
Cython           : None
pytest           : 6.2.1
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : 0.5.0
gcsfs            : None
matplotlib       : 3.2.1
numexpr          : 2.7.3
odfpy            : None
openpyxl         : 3.0.6
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.6.1
sqlalchemy       : 1.3.23
tables           : None
tabulate         : 0.8.7
xarray           : 0.16.2
xlrd             : 1.2.0
xlwt             : None
numba            : 0.52.0


</details>
