Open classical systems with balanced, spatially separated gain and loss, also called $mathcal{PT}$ symmetric systems, are a subject of intense, ongoing research. We investigate the properties of a classical chain with spatially separated viscous loss and stochastic gain that are balanced only in a statistical sense. For a purely harmonic chain, we show that a split Langevin bath leads to either the absence of thermalization or non-equilibrium steady states with inhomogeneous temperature profile. Both phenomena are understood in terms of normal modes of the chain, where dissipation in one normal mode is correlated with the velocities of all other modes. We obtain closed-form expressions for the mode temperatures and show that nonlinearities lead to steady states due to mode mixing even in the presence of a split Langevin bath.
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