We study the dissipative propagation of quantized light in interacting Rydberg media under the conditions of electromagnetically induced transparency (EIT). Rydberg blockade physics in optically dense atomic media leads to strong dissipative interactions between single photons. The regime of high incoming photon flux constitutes a challenging many-body dissipative problem. We experimentally study in detail for the first time the pulse shapes and the second-order correlation function of the outgoing field and compare our data with simulations based on two novel theoretical approaches well-suited to treat this many-photon limit. At low incoming flux, we report good agreement between both theories and the experiment. For higher input flux, the intensity of the outgoing light is lower than that obtained from theoretical predictions. We explain this discrepancy using a simple phenomenological model taking into account pollutants, which are nearly-stationary Rydberg excitations coming from the reabsorption of scattered probe photons. At high incoming photon rates, the blockade physics results in unconventional shapes of measured correlation functions.