- We consider static spherically symmetric electrovacuum solutions in an extension of General Relativity including $R^2$ and Ricci-squared terms and formulated \`a la Palatini. These solutions are supported by a Maxwell electric field plus a nonlinear electromagnetic extension which is known to implement a confinement mechanism in flat space. One feature of the resulting electric field is that it leads, when coupled to gravity, to a dynamically generated cosmological constant. We show that with this matter source our gravity model yields a set of solutions which are asymptotically de Sitter but with a wormhole topology. We discuss in some detail the conditions that guarantee the absence of singularities and of traversable wormholes.