If you are travelling on an Eurail Pass you do not need to get any tickets. The pass is valid on the trains you intend to take. So under that assumption your question is basically moot.
If you decide not to get an Eurail Pass or any other pass you would need a ticket, but you would not need two tickets. In Switzerland it is always “one trip, one ticket”. So for Luzern - Zermatt you just buy one ticket. Just tell the ticket clerk you want a ticket via Interlaken and you are fine.
If you get a Swiss Pass, then again you would not need a ticket.