A large number of processes in the mesoscopic world occur out of equilibrium, where the time course of the system evolution becomes immensely important -they being driven principally by dissipative effects. Non-equilibrium steady states (NESS) represent a crucial category in such systems -which are widely observed in biological domains -especially in chemical kinetics in cellular processes [1], and molecular motors [2]. In this study, we employ a model NESS stochastic system which comprises of an colloidal microparticle, optically trapped in a viscous fluid and externally driven by a temporally correlated colored noise, and show that the work done on the system and the work dissipated by it -both follow the three Lévy arcsine laws. These statistics remain unchanged even in the presence of a perturbation generated by a microbubble at close proximity to the trapped particle. We confirm our experimental findings with theoretical simulations of the systems. Our work provides an interesting insight into the NESS statistics of the meso-regime, where stochastic fluctuations play a pivotal role.