There are quite a few good routes around Zug depending on if you want flat or climbs.

Long Option:
Head up towards Aegeri then keep going up the hill to Sattel, drop down to Schwyz and over Ibergeregg pass. Drop down to Unteriberg and head towards Einsiedeln and onto Biberbrug. Then go over Ratenpass and return to Zug.

Shorter option.
Head up to Aegeri and ride up Ratenpass. At Bibergbrug turn right and ride up to Sattel. Turn right here again and ride back down to Aegeri and continue back to Zug.

I'm not sure where the roadies have hidden. I'm still mountainbiking at every possibility but haven't heard of any of the regular cyclists mentioning a road ride in a long time.