Standard objective collapse models offer a unified approach to the quantum measurement problem but predict an unphysical, indefinite increase in the energy of the system. The dissipative Diósi-Penrose (dDP) model resolves this heating issue by introducing a linear friction mechanism. However, this modification induces complex, non-Gaussian phase-space dynamics. We rigorously establish the thermodynamic consistency of this friction mechanism – extended to the CSL model – across both weakly and strongly non-Gaussian regimes. Using the Wigner phase-space formalism, we go significantly beyond the quadratic approximation and, to bypass the failure of perturbative methods under strong dissipation, introduce a novel exact pseudo-spectral simulation approach. Our analysis reveals that the system subjected to the dDP mechanism does not thermalize, but rather settles into a non-equilibrium steady-state (NESS) where the asymptotic non-Gaussianity scales as the third power of the dissipation parameter β. By evaluating the Wigner entropy production, we confirm the thermodynamic validity of the model and demonstrate that highly sensitive information-theoretic quantities require exact numerical methods to accurately capture the key non-Gaussian tails of the distribution.