Travel from Sorrento to Milan

If you do look at flying, note that you can book a shuttle transfer from Sorrento to Naples airport.

Some Freccia services make just the one stop in Rome, so the train may every have a time advantage all considered. For example ...
FR 9622
Dep 09:40 NAPOLI CENTRALE (Italy)
Arr 13:55 MILANO CENTRALE (Italy)

Hands down the train. You will have at least the the same amount of time invested in flying plus you get to enjoy all of the hassles of airports & planes.

The train whisks you from city center to city center comfortably and with a great view.

I don't know as there's a right or wrong answer but train would probably be my choice.

There's a 7:40 non-stop train from Napoli Centrale to Milano Centrale that takes 4 hrs/15 minutes, and another at 8:40 that's the same. The benefit of rail would be coming into Naples on the Circumvesuviana and being able to get on a Trenitalia train right there without transferring to the airport. The same would apply to Milan: you'd arrive in the middle of the city versus out at Linate (you don't want Malpensa if sightseeing the city). This seems like less hassle to me even if the actual time spent in transport is longer.

You are not making this transfer to fly out of Milan the same day, right?

Thank you! No, we will not be transferring from Milan the same day. We will be spending the night and flying back to the USA the following day.

Comparing times ...
For the flight below, you would want to be at Naples airport by 09:35 (ie. before train above leaves Naples Centrale).
Alitalia AZ1286
Departs from Naples-NAP at 11:35 am.
Arrives at Milan-LIN at 12:50 pm.
And there is no way you could clear Linate and get to Milan Centrale by 13:55 (ie. before train above arrives).