My take on Ash Wednesday: people like the intimate, blunt touch of the priest's thumb against their foreheads, and being marked by the touch. It gets right to the fundamental wisdom of sacraments.
Of course it's not a sacrament. And as a symbol of repentance you could could mark your own forehead with a cross of ashes. But that would be skipping the bit where someone with Jesus' authority reminds you of your sinfulness and mortality; and you meekly accept that gentle chastisement. Without necessarily understanding the fullness of the ritual, I think that's the main reason so many non-Cats want to receive ashes.