Health Insurance declined my QLE to cancel. What can I do?

I got married January 4. My husband submitted paperwork for me to be added to his insurance plan February 28th.

Check the terms of your plan. If you have a 30 day window for Qualifying Life Events, you may have missed the window because your husband submitted his paperwork February 28th for a marriage that took place January 4th.

Depending on your plan, a qualifying life event gives you 30 days (sometimes 60 days) to make plan changes or sign up for new coverage. -- Bamboo HR

Even a 60 day window may have expired March 5th.

The Qualifying Life Event is you getting married, not your husband adding you to his insurance plan.

For example, Covered California says:

Most special-enrollment periods last 60 days from the date of the major life change. [...] Got married or entered into domestic partnership One or both members of the new couple can use the special enrollment period to enroll in coverage.

If your employer gave you incorrect written information about your eligibility or how to adjust/cancel your plan you may have some avenue for requesting an adjustment, but from the information in the original post it sounds like you simply did not apply to cancel your insurance in a timely manner.