The first thing to point out is that the prompt asks for "the most suitable form of the future". You should not infer, therefore, that any form other than the given answer is "incorrect". (See the restated version of this question that was closed as a duplicate.)
In fact, both "What are you doing this evening?" and "What are you going to do this evening?" are common ways of expressing such questions about the future. There are, however, some subtle differences in implication between the two forms.
In "What are you doing this evening?" I am asking about your plans. Often, such a question is asked because I would like to suggest you and I do something together, but I first want to check if you already have something arranged.
The question "What are you going to do this evening?" is also about your plans. But it carries less implication that you may have made arrangements, and it would not be commonly used as a preface to suggesting that you or I do something together.
As a further example of the diffence in implication between the two forms, consider: "I'm playing tennis with Jack this evening." This statement implies an arrangement and hence the present continuous is the most suitable form.
Conversely, the present continuous in "?I'm eating pizza for dinner this evening" is somewhat unusual, because the eating of pizza is not in itself an arranged event. It would be preferable to use going to to express an intention with no implication of an arrangement: "I'm going to eat pizza for dinner this evening."
Returning to the original exercise question, the author suggests "What are you doing this evening?" as the most suitable form, possibly because he believes that such a question is more likely to be about arrangements, ("I'm playing tennis with Jack") than intentions ("I'm going to eat pizza and then I'm going to watch TV for the rest of the evening").
But both forms are grammatical, and in fact a Google search shows that "What are you going to do this evening?" is three times more common than "What are you doing this evening?"