Suppose some ontological theory creates an infinite regress.
Take, for example, Platon's concept of ideas, and then there must be some connection between idea and its actualisation, and then this connection must have an idea, etc. One could then criticise this theory on the basis that it creates an infinite regress of higher order connections and ideas.
I suppose the criticism is based on the fact that the infinite regress prevents the theory from actually explaining anything, since every finite conception still leaves gaps. However, this supposes that the structure of reality should be explainable or understandable, for which I see no a priori justification.
Do I misstate the problem of infinite regress above? Supposing yes, why is infinite regress a problem in an ontological theory?
(Note that I am interested in the question in general, not just in terms of the specific example given.)