I do not think the Bernina Express is a “standard recommendation” for what the OP is asking. They want a destination in Switzerland that is not a long way from Milan. The Bernina Express journey to Pontresina or St. Moritz would be 2.5 to 3 hours from Milan to Tirano, then another 2 hours to Pontresina, for a total of 5.5 -6 hours, plus wait time at Tirano to change trains.
Look at the Swiss rail map to see how far to the east the Bernina route is from other routes into Switzerland.
https://www.sbb.ch/content/dam/internet/sbb/en/freizeit-ferien/inspiration/internationale-gaeste/Geltungsbereich-Swiss-Travel-Pass.pdf.sbbdownload.pdf
And then to reach an airport, they would have the same 5.5 to 6 hours to return to Milan if they book RT, or 3.5 hours to Zurich if they can book multi-city.
The OP has Zermatt in mind, and for the purpose that is an excellent choice, given the short travel time as compared to other destinations in Switzerland. The village itself is very scenic, with classic Swiss-chalet architecture in most of the hotels. And with 3 days there, they have a good chance of enjoying views of the Matterhorn. And there are lots of fun activities for the teens (and their parents) in summer, including skiing if they are so inclined.
https://www.zermatt.ch/en/summer