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That's true in the Heisenberg picture only. It becomes much more clear, if you choose a general picture, decomposing
$$\hat{H}=\hat{H}_1+\hat{H}_2$$
and then letting the observable operators time-evolve with ##\hat{H}_1## and the statistical operator with ##\hat{H}_2## then the time dependence is given by
$$\dot{\hat{\rho}}(t)=-\mathrm{i} [\hat{H}_2(t),\hat{\rho}(t)] + \partial_t \hat{\rho}(t),$$
where the partial derivative refers to explict time dependence, while the observable operators evolve according to
$$\dot{\hat{O}}(t)=\mathrm{i} [\hat{H}_1(t),\hat{O}(t)]+\partial_t \hat{O}.$$
Observable quantities like probabilities for measuring some value of an observable, expectation values of observables, etc. have to be independent of the picture, and this is indeed the case, since the probability to find ##o## when (precisely) measuring ##O##, the system being prepared in the state described by ##\hat{\rho}##
$$P(o|\hat{\rho})=\sum_{\alpha} \langle o,\alpha,t|\hat{\rho}(t)|o,\alpha,t \rangle,$$
where ##|o,\alpha,t \rangle## are the (time-dependent!) eigenvectors of ##\hat{O}(t)## to eigenvalue ##o##, evolving with ##\hat{H}_1##:
$$\mathrm{i} \mathrm{d}_t |o,\alpha,t \rangle = -\hat{H}_1 |o,\alpha,t \rangle.$$
The time dependences of these eigenstates and of the statistical operator by construction "conspire" such as that the probabilities do not depend on the choice of the picture of time evolution, defined by the (arbitrary!) split of the Hamiltonian into ##\hat{H}_1## and ##\hat{H}_2##.
$$\hat{H}=\hat{H}_1+\hat{H}_2$$
and then letting the observable operators time-evolve with ##\hat{H}_1## and the statistical operator with ##\hat{H}_2## then the time dependence is given by
$$\dot{\hat{\rho}}(t)=-\mathrm{i} [\hat{H}_2(t),\hat{\rho}(t)] + \partial_t \hat{\rho}(t),$$
where the partial derivative refers to explict time dependence, while the observable operators evolve according to
$$\dot{\hat{O}}(t)=\mathrm{i} [\hat{H}_1(t),\hat{O}(t)]+\partial_t \hat{O}.$$
Observable quantities like probabilities for measuring some value of an observable, expectation values of observables, etc. have to be independent of the picture, and this is indeed the case, since the probability to find ##o## when (precisely) measuring ##O##, the system being prepared in the state described by ##\hat{\rho}##
$$P(o|\hat{\rho})=\sum_{\alpha} \langle o,\alpha,t|\hat{\rho}(t)|o,\alpha,t \rangle,$$
where ##|o,\alpha,t \rangle## are the (time-dependent!) eigenvectors of ##\hat{O}(t)## to eigenvalue ##o##, evolving with ##\hat{H}_1##:
$$\mathrm{i} \mathrm{d}_t |o,\alpha,t \rangle = -\hat{H}_1 |o,\alpha,t \rangle.$$
The time dependences of these eigenstates and of the statistical operator by construction "conspire" such as that the probabilities do not depend on the choice of the picture of time evolution, defined by the (arbitrary!) split of the Hamiltonian into ##\hat{H}_1## and ##\hat{H}_2##.