Even in the Eurail webpage timetable it does show that the train is included. And it is.

Where did you see that it is not? (Maybe you had a look at a bus on the same route that is indeed not included?)

Maybe it’s st moritz bad.    That didn’t work

As I did write before: You do see a bus. Your railpass is valid in trains. 

The direct 9.15 is a bus. You'll see this if you tap on it.

The next direct train where the pass is valid is at 9.58; arrives 12.00 (you see the journey by bus is much longer, but it's a very interesting one indeed).

St. Moritz Bad has no station and there is no railroad track. That's why it's always a bus to get there (where your railpass is not valid).

You may use your railpass from Chur to St. Moritz. From there, you need to pay to get to St. Moritz Bad. (But if you did book a hotel there: Many hotels do include public transport if you do stay more than one night (but not for the arrival).)

Very good.   Thank you.    I did not hit on it to see that those not valid ones are a bus. 
thank you do much for being there , your knowledge and helping me.   Best wishes

now I know.