This will cause losing specific index type, i.e. something like that:
```python
In [4]: pd.Index([1,2,3], name='int_index')
Out[4]: Int64Index([1, 2, 3], dtype='int64')

In [5]: _4[[]]
Out[5]: Int64Index([], dtype='int64')
```

will return generic `Index`, not `Int64Index` as above. Is that OK?