You see that the Lauterbrunnen village is available to the Jungfrau Joch right thru Wengen.
If you want to go to Murren the village is just a short run from there by rail.
However most people opt for the side which includes Grindelwald. Of course there's skiing for all comers.
One can ski right to Grindelwald, enjoy lunch and go up to the Jungfrau for a ski and ski right bach to Wengen where a train awaits.