Hello Simine
Thank you for your query.
For trips outside the ZVV territory the ZVV zone tickets are only valid until/from the last stop in the specified zones according to the timetable.
As an example: You have a ZVV NetworkPass for all zones and wish to travel from Zurich to Chur. In this case, you will buy the SBB ticket from your train’s last stop within the tarif area of the ZVV, in this case from Pfäffikon (SZ) to Chur. If you were to use a train without a stop between Zurich main station and Chur, you would need to buy an SBB ticket from Zurich main station to Chur.
On the direct and fastest route from Zurich HB to Lugano, the next stop is always in the canton of Zug or Arth-Goldau. Therefore, in your case, you always need a ticket from Zurich HB.
I wish you a nice weekend.
Kind regards,
FatimaH