There are differences in English but not in most Slavic languages. How does one say: "I go, I do go, I am going (by foot) in Ukrainian or Russian or Czech. There is no difference. It will be the first person singular of the verb to go. These translations are not set up properly to accommodate the variety of expressions in English in this Ukrainian program. This is not a problem in Italian, Portuguese or French. It leaves us to guess what English form they want.
Vinnerad, I know that. I speak Russian as well. The concept is the same. If I want to say: "I often go to the store" I must use "ходити". Whether I want to say: " I often go to the store or I am going to the store often" it is going to be translated the same way in both Ukrainian and Russian or Czech for that matter. My complaint is when I see a sentence in Ukrainian I have to guess how to translate that sentence into English for your program. Unlike the non-Beta language at Duolingo you have one correct answer. That is very frustrating. This program has a bias for the progressive present tense.
But that's just it. Your sentence, "We go to the stadium," is "Ми ходимо в стадіон" because "ходити" is an imperfective verb that implies habitual action. The Ukrainian sentence at hand, "Ми ідемо в стадіон" is bound by time and very much means "right now." These temporal ideas are represented by two cases in English, present simple and present progressive/continuous, and two verbs in Ukrainian with different aspects.
If an action in the future is fixed by outside authorities and considered to be inmutable, you can use the simple form for that future action. E.g. I am attenting a all-inclusive holiday and I tell somebody on the streets what is planned for my day, we would say "I go to the stadium" even though I only go there once in my life. I am sure there are plenty of other examples, but as a non-native speaker of English that's the only expample I can offer that I am a hundred percent sure of.