Abstract: A metric-affine approach is employed to study higher-dimensional modified gravity theories involving different powers and contractions of the Ricci tensor. It is shown that the field equations are always second-order, as opposed to the standard metric approach, where this is only achieved for Lagrangians of the Lovelock type. We point out that this property might have relevant implications for the AdS/CFT correspondence in black hole scenarios. We illustrate these aspects by considering the case of Born-Infeld gravity in d dimensions, where we work out exact solutions for electrovacuum configurations. Our results put forward that black hole singularities in arbitrary dimensions can be cured in a purely classical geometric scenario governed by second-order field equations.