We explore critical properties of two-dimensional lattices of spins interacting via an anisotropic Heisenberg Hamiltonian and subject to incoherent spin flips. We determine the steady-state solution of the master equation for the density matrix via the corner-space renormalization method. We investigate the finite-size scaling and critical exponent of the magnetic linear susceptibility associated to a dissipative ferromagnetic transition. We show that the Von Neumann entropy increases across the critical point, revealing a strongly mixed character of the ferromagnetic phase. Entanglement is witnessed by the quantum Fisher information which exhibits a critical behavior at the transition point, showing that quantum correlations play a crucial role in the transition even though the system is in a mixed state.
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