We consider a class of open quantum many-body Lindblad dynamics characterized by an all-to-all coupling Hamiltonian and by dissipation featuring collective 'state-dependent' rates. The latter encodes local incoherent transitions that depend on average properties of the system. This type of open quantum dynamics can be seen as a generalization of classical (mean-field) stochastic Markov dynamics, in which transitions depend on the instantaneous configuration of the system, to the quantum domain. We study the time evolution in the limit of infinitely large systems, and we demonstrate the exactness of the mean-field equations for the dynamics of average operators. We further derive the effective dynamical generator governing the time evolution of (quasi-) local operators. Our results allow for a rigorous and systematic investigation of the impact of quantum effects on paradigmatic classical models, such as quantum generalized Hopfield associative memories or (mean-field) kinetically-constrained models.