We investigate the steady state properties arising from the open system dynamics described by a memoryless (Markovian) quantum collision model, corresponding to a master equation in the ultra-strong coupling regime. By carefully assessing the work cost of switching on and off the system-environment interaction, we show that only a coupling Hamiltonian in the energy-preserving form drives the system to thermal equilibrium, while any other interaction leads to non-equilibrium steady states that are supported by steady-state currents. These currents provide a neat exemplification of the housekeeping work and heat. Furthermore, we characterize the specific form of system-environment interaction that drives the system to a steady-state exhibiting coherence in the energy eigenbasis, thus, giving rise to families of states that are non-passive.