Backport PR #35774: REGR: follow-up to return copy with df.interpolate on empty DataFrame (#35789)

Co-authored-by: Simon Hawkins <[email protected]>

Author: meeseeksmachine

pandas/core/generic.py

@@ -6800,7 +6800,7 @@ def interpolate(
         obj = self.T if should_transpose else self
 
         if obj.empty:
-            return self
+            return self.copy()
 
         if method not in fillna_methods:
             axis = self._info_axis_number

pandas/tests/frame/methods/test_interpolate.py

@@ -38,6 +38,7 @@ def test_interp_empty(self):
         # https://github.com/pandas-dev/pandas/issues/35598
         df = DataFrame()
         result = df.interpolate()
+        assert result is not df
         expected = df
         tm.assert_frame_equal(result, expected)