Empty Categorical has float dtype for .categories

It'd be more consistent if this had `object` dtype (and so an `Index([])` instead of a `Float64Index([])`.

```python
In [4]: pd.Categorical([]).categories.dtype
Out[4]: dtype('float64')
```

I suspect this is just an implementation detail, not intentional.
Came up in https://github.com/pandas-dev/pandas/pull/17236 (my rework to remove the keyword).