We study the relaxation dynamics of a binary liquid mixture near a light-absorbing Janus particle after switching on and off illumination using experiments and theoretical models. The dynamics is controlled by the temperature gradient formed around the heated particle. Our results show that the relaxation is asymmetric: The approach to a nonequilibrium steady state is much slower than the return to thermal equilibrium. Approaching a nonequilibrium steady state after a sudden temperature change is a two-step process that overshoots the response of spatial variance of the concentration field. The initial growth of concentration fluctuations after switching on illumination follows a power law in agreement with the hydrodynamic and purely diffusive model. The energy outflow from the system after switching off illumination is well described by a stretched exponential function of time with characteristic time proportional to the ratio of the energy stored in the steady state to the total energy flux in this state.