BUG: Fix bug in GroupBy that ignores group_keys arg for empty datafra…

[snitish]

…mes/series

• closes BUG: DataFrameGroupBy.apply ignores group_keys setting when empty #60471(Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added an entry in the latest doc/source/whatsnew/v3.0.0.rst file if fixing a bug or adding a new feature.

When using groupby.apply on an empty dataframe or series with group_keys=False, the output index is incorrectly set to the grouping keys, while it is expected to be a RangeIndex(0, 0, 1).
From the original issue:

>>> df = pd.DataFrame({'A': [], 'B': [], 'C': []})
>>> g2 = df.groupby('A', group_keys=False)
>>> r2 = g2.apply(lambda x: x / x.sum())
>>> print(r2.index)
Index([], dtype='float64', name='A')

Expected:

>>> print(r2.index)
RangeIndex(start=0, stop=0, step=1)

[mroeschke]

Thanks @snitish