Although heavy-tailed fluctuations are ubiquitous in complex systems, a good understanding of the mechanisms that generate them is still lacking. Optical complex systems are ideal candidates for investigating heavy-tailed fluctuations, as they allow recording large datasets under controllable experimental conditions. A dynamical regime that has attracted a lot of attention over the years is the so-called low-frequency fluctuations (LFFs) of semiconductor lasers with optical feedback. In this regime, the laser output intensity is characterized by abrupt and apparently random dropouts. The statistical analysis of the inter-dropout-intervals (IDIs) has provided many useful insights into the underlying dynamics. However, the presence of large temporal fluctuations in the IDI sequence has not yet been investigated. Here, by applying fluctuation analysis we show that the experimental distribution of IDI fluctuations is heavy-tailed, and specifically, is well-modeled by a non-Gaussian stable distribution. We find a good qualitative agreement with simulations of the Lang-Kobayashi model. Moreover, we uncover a transition from a less-heavy-tailed state at low pump current to a more-heavy-tailed state at higher pump current. Our results indicate that fluctuation analysis can be a useful tool for investigating the output signals of complex optical systems; it can be used for detecting underlying regime shifts, for model validation and parameter estimation.