Dell WD15 Dock with 2017 MacBook Pro
This is a hardware limitation. 

I tested Dell WD 15 with my 2016 Macbook Pro 15. I used VGA and HDMI to connect my 2 monitors with Dell WD15 but Mac recognized both monitors as one. 

Later, I connected one monitor with Dell WD15 and another monitor directly with my mac through USB-C to VGA and it worked fine.