"Infinite volume Lindblad system" doesn't make much sense to me. Apparently, what you are asking for is an example of a Lindblad system with steady state $\rho_{\infty}$: if $L(\rho_{\infty})=0$, then this state is invariant under the action of the dynamical semigroup $\phi(t)=\exp L t$ driving the open system dynamics.
The simplest example we may think of is a single bosonic mode $a$ with frequency $\omega$ (e.g. a monochromatic laser in the quantum regime with very few photons) immersed in the electromagnetic field at zero temperature. The open system dynamics is then given by the following master equation [1]:
$$
L(\rho)=-i[H_S,\rho]+\gamma_0 \left(a \rho a^\dagger-\frac{1}{2}\{a^\dagger a,\rho\}\right),
$$
where $H_S=\hbar\omega a^\dagger a$ and $\gamma_0$ is the standard emission coefficient. You can easily verify that $\rho_\infty=|0\rangle\!\langle 0|$ is the unique steady state of the open dynamics; physically, this means that the bosonic mode is decaying toward the vacuum state.
As for an open quantum system spread over an infinite volume, we may consider a chain of $2n+1$ harmonic oscillators with bosonic annihilation operators $\{a_j\}_{j=-n}^n$, and then let $n$ goes to infinity. The system Hamiltonian is $H_S=\sum_{j=-n}^n \hbar\omega_j a_j^\dagger a_j$, and we consider a single common bosonic bath acting all over the chain. The bath Hamiltonian is $H_B=\sum_k \hbar\Omega_k b_k^\dagger b_k$, and we take it at zero temperature, i.e. the state of the bath is $\rho_B=\bigotimes_k |0\rangle_k\langle 0|$. We connect the harmonic oscillators and the thermal bath through the interaction Hamiltonian $H_I=\sum_{k} g_k \left(\sum_{j=-n}^n a_j b_k^\dagger +h.c.\right)$. Following the standard derivation of the master equation in the Markovian limit [1], you can see that the GKLS equation driving the dynamics of the state of the system of harmonic oscillators $\rho_S$ reads:
$$
L(\rho_S)=-i[H_S,\rho_S]+\sum_{j=-n}^n\sum_{j'=-n}^n\gamma_0 \left( a_j \rho a_{j'}^\dagger-\frac{1}{2}\{a_{j'}^\dagger a_j,\rho\}\right).
$$
Once again, you can easily verify that $\rho_{\infty}=\bigotimes_{j=-n}^n |0\rangle_j\langle 0|$ (the ground state of the system Hamiltonian) is the steady state of the dynamics. This is because the action of the thermal bath (expressed by the collective jump operator $\sum_{j=-n}^n a_j$, i.e. annihilation of all the oscillator modes) consists in completely absorbing the energy of the system.
[1] H.-P. Breuer and F. Petruccione, The theory of open quantum systems (Oxford University Press, 2002).