If this were me I think I would "problem solve" it in a pragmatic way. Your parents may have underlying needs that are driving their behavior. Maybe they are not up to being at your place in the evening for dinner, and want to see you earlier in the day before their stamina runs out. Or, maybe they find the drive back from your house to theirs to be a challenge in the nighttime. Or, maybe they just like having dinner with their neighbors better. I don't think you have an obligation to ruin your cozy mornings because they have a better offer for dinner in the evening, but if the issue is the nighttime driving then you might be able to find a way to accommodate them.
From your own perspective, I think it is completely reasonable to want to carve out some time just for your own little family in the mornings, without having to host. Guests, even wonderful guests, do change the dynamic, and you have to be considerate to their needs and be "on". I also understand how you feel about dinner: if the guests are there early, and then leave, then the day feels like it has a "downward" trajectory, where dinner is anti-climactic, in a way, as opposed to the upward trajectory that we usually associate with Christmas, where the mornings are low-key and cozy, and the big social event is in the afternoon/evening, with a nice dessert to top off the festivities. Having them come for presents in the morning and then leave for dinner, takes away both aspects of your own enjoyment: the cozy, non-hosting morning part, and the crescendo of the evening social event.
Whatever you decide, I think you should tell them rather than ask them. Consider their needs and plan something that accommodates both you and them as much as you feel able, but set a boundary by telling them what you have decided rather than asking if your decision is acceptable. Then stick to it.