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Critical phase transitions contain a variety of deep and universal physics, and are intimately tied to thermodynamic quantities through scaling relations. Yet, these notions are challenged in the context of non-Hermiticity, where spatial or temporal divergences render the thermodynamic limit ill-defined. In this work, we show that a thermodynamic grand potential can still be defined in pseudo-Hermitian Hamiltonians, and can be used to characterize aspects of criticality unique to non-Hermitian systems. Using the non-Hermitian Su-Schrieffer-Heeger (SSH) model as a paradigmatic example, we demonstrate the fractional order of topological phase transitions in the complex energy plane. These fractional orders add up to the integer order expected of a Hermitian phase transition when the model is doubled and Hermitianized. More spectacularly, gap preserving highly degenerate critical points known as non-Bloch band collapses possess fractional order that are not constrained by conventional scaling relations, testimony to the emergent extra length scale from the skin mode accumulation. Our work showcases that a thermodynamic approach can prove fruitful in revealing unconventional properties of non-Hermitian critical points.