I grew up in the conservative Missouri Synod Lutheran Church. Our mommas made sure we were in church on Ash Wednesday, Maundy Thursday, Good Friday, Palm Sunday and Easter.
Maundy Thursday (Holy Thursday), btw, commemorates the institution of the Eucharist on the day when Jesus partook of His last supper with the Disciples.
For most of us conservative Protestants, Ash Wednesday is an important Holy Day the same as it is to Catholics, except we don't do the ashes on the forehead.
If my church did ashes, I would wear them as an honor and reminder of the gift of Holy Communion.
Leni