TST: .loc dtype change bug (#59101)

* Naive test case for #29707

* Compare frames when testing loc dtype change for #29707

* Update pandas/tests/dtypes/test_dtypes.py

---------

Co-authored-by: Matthew Roeschke <10647082+mroeschke@users.noreply.github.com>

pandas/tests/dtypes/test_dtypes.py

@@ -1231,3 +1231,15 @@ def test_multi_column_dtype_assignment():
 
     df["b"] = 0
     tm.assert_frame_equal(df, expected)
+
+
+def test_loc_setitem_empty_labels_no_dtype_conversion():
+    # GH 29707
+
+    df = pd.DataFrame({"a": [2, 3]})
+    expected = df.copy()
+    assert df.a.dtype == "int64"
+    df.loc[[]] = 0.1
+
+    assert df.a.dtype == "int64"
+    tm.assert_frame_equal(df, expected)