What is throwing ashes on your head, clothing yourself in sackcloth, and fasting if not penance? The Israelites did these things in the OT because God had seen fit to punish them by sending foreign armies. So in order to show God that they were sorrowful for their sins they did penance in order that God might turn back the armies. That's why all the prophets told the Israelites to fast, clothe themselves in sackcloth, and sit in ashes because if they didn't God would punish them for their sins. But if they did these things God would turn back his wrath from the Israelites.
You read about this kind of thing all the time in the Prophets; so honestly how could you miss it? Have you been reading the Torah then skipping to the NT?
Isaiah 61:1
The Spirit of the Lord GOD is upon me, because the LORD has anointed me to bring good news to the poor; he has sent me to bind up the brokenhearted, to proclaim liberty to the captives, and the opening of the prison to those who are bound;
Isaiah 61:3
to grant to those who mourn in Zion— to give them a beautiful headdress instead of ashes, the oil of gladness instead of mourning, the garment of praise instead of a faint spirit; that they may be called oaks of righteousness, the planting of the LORD, that he may be glorified.
Luke 4
Jesus Rejected at Nazareth
16 And he came to Nazareth, where he had been brought up. And as was his custom, he went to the synagogue on the Sabbath day, and he stood up to read.
17 And the scroll of the prophet Isaiah was given to him. He unrolled the scroll and found the place where it was written,
18 “The Spirit of the Lord is upon me,
because he has anointed me
to proclaim good news to the poor.
He has sent me to proclaim liberty to the captives
and recovering of sight to the blind,
to set at liberty those who are oppressed,
19 to proclaim the year of the Lord’s favor.”
20 And he rolled up the scroll and gave it back to the attendant and sat down. And the eyes of all in the synagogue were fixed on him.
21 And he began to say to them,
“Today this Scripture has been fulfilled in your hearing.”
John 10:9
I am the door. If anyone enters by me, he will be saved and will go in and out and find pasture.
John 10:10
The thief comes only to steal and kill and destroy. I came that they may have life and have it abundantly.