CI Failing - Linux py37_np_dev - test_constructor_list_frames
appeared on latest push to master, and recently updated PRs.

```
=================================== FAILURES ===================================
____________ TestDataFrameConstructors.test_constructor_list_frames ____________
[gw1] linux -- Python 3.7.3 /home/vsts/miniconda3/envs/pandas-dev/bin/python

self = <pandas.tests.frame.test_constructors.TestDataFrameConstructors object at 0x7fd3adeb3278>

    def test_constructor_list_frames(self):
        # see gh-3243
        result = DataFrame([DataFrame()])
>       assert result.shape == (1, 0)
E       assert (1, 1) == (1, 0)
E         At index 1 diff: 1 != 0
E         Use -v to get the full diff

pandas/tests/frame/test_constructors.py:119: AssertionError
```