After all, Protestants don’t have a history of self-inflicted pain to merit spiritual rewards. If as the gospel allies would have it that Lent is to remind us of Christ, then we should also be reminded that nothing we do to attack sin can compare with what Christ accomplished in his own suffering and death. If Protestants deny themselves, it is part of sanctification, the mortification of the self, that comes daily and year round through the means of grace and the armor of God (Eph. 6). We don’t spend forty days a year denying self.
D. G. Hart, “Playing with Lenten Fire”