API: concatting DataFrames does not skip empty objects
See discussion in https://github.com/pandas-dev/pandas/pull/38843

To repeat the main argument: when not skipping empty objects, the resulting dtype of a concat-operation only depends on the input *dtypes*, and not on the exact content (the exact values, how many values (shape)). In general we want to get rid of value-dependent behaviour. In the past we discussed this in the context of the certain values (eg presence of NaNs or not), but I think also the shape should not matter (eg when slicing dataframes before contatting, you can get empties or not depending on *values*).

This starts with reverting the change for DataFrame. If we opt for this behaviour, in addition we should also discuss how to change the Series behaviour.

cc @jbrockmendel