We derive the exact out-of-equilibrium Wigner function of a bosonic mode linearly coupled to a bosonic bath of arbitrary spectral density. Our solution does not rely on any master equation approach and it therefore also correctly describes a bosonic mode which is initially entangled with its environment. It has been recently suggested that non-Markovian quantum effects lead to dissi- pationless dynamics in the case of a strong coupling to a bath whose spectral density has a support bounded from below. We show in this work that such a system undergoes a quantum phase transi- tion at some critical bath coupling strength. The apparent dissipationless dynamics then correspond to the relaxation towards the new ground-state.