It is understandable that Hong Kong parents have been dismayed to learn that McDonald's is delivering burgers and fries to school gates. -- This is going on now. It may be a recent thing, or it may be temporary.
It is understandable that Hong Kong parents have been dismayed to learn that McDonald's delivers burgers and fries to school gates. -- This is their standard procedure.
The fact that the parents have recently learned this suggests is a recent change, so "is delivering" is a slightly better choice. However, it's possible that McDonalds has be doing this for years, and for some reason, the parents only recently learned of it.
If this was a test and they said there is only one correct answer, you have a cause for complaint.