Yes, you already worked out the answer.
This is not a future tense because there is no infinitive verb following the "voy a..." part.
It's much simpler than that.
The present tense is used for both saying things that are currently happening and to talk about things that happen on a regular basis. The latter is what's being used here.
Throughout Duolingo, and in other programs as well, we see the Spanish indicative case being used when in English the present progressive would be used. Thus "Yo voy" can mean either "I go" or "I am going." I see nothing in this Spanish sentence to indicate that it has to be translated as "I never go" rather than "I am never going." I think both translations should be accepted, because we don't have a context in which to determine the intent of the Spanish sentence.