The proof of the long-standing conjecture is presented that Markovian quantum master equations are at odds with quantum thermodynamics under conventional assumptions of fluctuation-dissipation theorems (implying a translation invariant dissipation). Specifically, except for identified systems, persistent system-bath correlations of at least one kind, spatial or temporal, are obligatory for thermalization. A systematic procedure is proposed to construct translation invariant bath models producing steady states that well approximate thermal states. A quantum optical scheme for the laboratory assessment of the developed procedure is outlined.