Don't discard blank Series/dicts

[felixlawrence]

Just leaving a drive-by PR, in the hope that it assists the bug report #62775. I probably won't have time to push this through 'properly'; I offer this with the hope that it helps communicate the problem and a potential solution.

A simple test case is that

pd.DataFrame.from_dict({'good': pd.Series(dict(a=1, b=2)), 'blank': pd.Series()}, orient='index').shape == (2, 2)

• closes BUG: DataFrame.from_dict() drops empty rows with orient='index', inconsistently with empty columns #62775
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[rhshadrach]

The change looks good - can you add a test.

Looks like this breaks features like when there is a MultiIndex.