TST: Enable Index dtype comparison by default

[sinhrks]

Enable check_index_type and check_columns_type by default to detect dtype related problems.

Fixed following 2 minor bugs at the same time, but I'm willing to split them to separate PR if required.

1. Series.quantile with empty list results in object index rather than float.

pd.Series([1, 2, 3]).quantile([]).index
# Index([], dtype='object')

2. pd.merge includes empty data may result in Int64Index rather than object

Sorry, #10826 was incomplete.

When fixing #11497, #11586, we can enable corresponding check_index_type

[jreback]

thanks!