[dask] Fix empty partition with pandas input. (#7644)

Empty partition is different from empty dataset.  For the former case, each worker has
non-empty dask collections, but each collection might contain empty partition.

python-package/xgboost/dask.py

@@ -1062,6 +1062,9 @@ def _maybe_dataframe(
                 prediction, columns=columns, dtype=numpy.float32, index=index
             )
         else:
+            if prediction.size == 0:
+                return DataFrame({}, columns=columns, dtype=numpy.float32, index=index)
+
             prediction = DataFrame(
                 prediction, columns=columns, dtype=numpy.float32, index=index
             )