Assigning an empty DataFrame column to Categorical dtype does not change the dtype

[naren-ponder]

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 16.04): MacOS Version 11.6
• Modin version (modin.__version__): 0.13.2
• Python version: Python 3.8.11
• Code we can use to reproduce:

import pandas.api.types as pt
from modin.pandas import Categorical
import modin.pandas as pd
df = pd.DataFrame(columns = ["a", "b", "c"])
df = df.set_index(["a"])
df["b"] = Categorical(df["b"], ordered=True)
print(df["b"])
print(pt.is_categorical_dtype(df["b"]))

Describe the problem

When we assign an empty DataFrame column to a Categorical dtype, the data type does not change to Categorical.

Source code / logs

[YarShev]

@naren-ponder, I see we have many various problems with Categorical dtype. Could you organize all the related issues we have and link them in an epic?