  We investigate the dissipative phase transitions of the anisotropic quantum
Rabi model with cavity decay and demonstrate that large spin fluctuations
persist in the stationary state, having important consequences on the phase
diagram and the critical properties. In the second-order phase transition to
the superradiant phase, there is a significant suppression of the order
parameter and the appearance of non-universal factors, which directly reflect
the spin populations. Furthermore, upon entering a parameter regime where
mean-field theory predicts a tricritical phase, we find a first-order phase
transition due to the unexpected collapse of superradiance. An accurate and
physically transparent description going beyond mean-field theory is
established by combining exact numerical simulations, the cumulant expansion,
and analytical approximations based on reduced master equations and an
effective equilibrium theory. Our findings, compared to the conventional
thermodynamic limit of the Dicke model, indicate a general tendency of forming
extreme non-equilibrium states in the single-spin system, thus have broad
implications for dissipative phase transitions of few-body systems.
