I wouldn't choose McDonalds myself, but Dc like it, especially ordering with the touch screen.
We don't live near one, so only eat there if we are driving somewhere and stopping at services. DC would be thrilled though.
I would consider going out for milkshakes or cake or ice cream an equivalent treat - more likely to happen in the school holidays, but might happen at the weekend, just because.
Swimming, DC have lessons at school. None of us like swimming much so don't take them often, maybe a couple of times a year. They would see it as a treat akin to cinema/bowling etc, but probably wouldn't want to go more often.
Soft play, haven't been since Dc were toddlers, they are too old now. But would probably put it in the same category as bowling or cinema or museum ie fun day out.
Small pack of sweets - I would be more likely to buy a chocolate bar or bun from the bakery, but yes, occasional treat, maybe every couple of weeks or so.
Books - especially new books -tend to be presents at birthdays or Christmas, but I might get a second hand one every now and then as a one off. It would definitely be viewed as a treat.
Magazines, DC have a subscription to one which comes monthly.