To answer the question, it seems there is a legend attached to Linby. From the internet ......
The quaint village of Linby is renowned locally as the place the pancake was invented, baked to honour brave local women who killed Danish invaders who enslaved them after their husbands fled.
However, the website doesn't say anything about 'Pancake Day' - only pancakes - so I agree with other posters. Pancakes are a way to use up left overs from the larder on Shrove Tuesay before the beginning of Lent.