As Malpensa is further out that the other Milan airport (Linate) from the centre of Milan, it's not worth down all the way there. If I were you, I would get off the train in Lugano and get the coach directly there (there are two companies leaving from or around the station) and it only takes 1 hour if the the traffic is not too bad. That way you'd also avoid the possibility of ending up in Bergamo through getting on the wrong coach.
www.starstation.ch
www.malpensaexpress.ch