Ask and I will find the answer.
And the reason is because polenta, a foodstuff that is considered povera cucina – poor man’s or peasant food – is symbolic of the “lean” period which comes linked with Quaresima (Lent). Mercoledì delle Ceneri marks the date in which rich dishes, meats and sweets are to be eaten in less amounts or abstained from altogether. In Lombardy the only such event that I know of is La Bigolada, but instead of polenta, thick spaghetti-like strands called bigoli is served with a sauce of anchovies, tuna and onion. La Bigolada always occurs on Ash Wednesday. Also on today, the town of Borgo San Lorenzo (Tuscany) has a Polentata which I imagine is a huge amount of polenta doled out to the crowd.