[dask] Allow empty data matrix in AFT survival

[hcho3]

Closes #6139

[trivialfis]

Actually you might need to add a unittest. The dask interface is no longer using all workers

[hcho3]

Any suggestion? Is it sufficient to pass in an empty DMatrix?

[trivialfis]

Yup.

[codecov-io]

Codecov Report

Merging #6379 (eb58239) into master (d711d64) will increase coverage by 0.08%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #6379      +/-   ##
==========================================
+ Coverage   81.27%   81.36%   +0.08%     
==========================================
  Files          12       12              
  Lines        3450     3450              
==========================================
+ Hits         2804     2807       +3     
+ Misses        646      643       -3     

Impacted Files	Coverage Δ
python-package/xgboost/tracker.py	95.18% <0.00%> (+1.20%)	⬆️

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[trivialfis]

LGTM