BUG: Fix DataFrame.from_dict empty row drop

[parthava-adabala]

• closes BUG: DataFrame.from_dict() drops empty rows with orient='index', inconsistently with empty columns #62775 (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 type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[parthava-adabala]

Thought the fix would be simple but I ran into several edge cases during testing, and so I tried this approach

1. Find all unique columns while preserving order
2. Iterate through rows using a complete column list from step 1 to fill in values in order to handle both empty and non-empty rows correctly.

I appreciate any feedback!