The Soviet Union has decided to withhold its share of the cost of the U.N. Middle East peacekeeping force, and American diplomats said today the move appears to be a blunt warning to the Carter administration that Moscow must be included in any American peace initiative in the Middle East.

The Soviets announced in a brief note to the United Nations this week their intention of withholding about $4.4 million in contributions to the U.N. force policing the "Egyptian-Israeli disengagement agreement. The note said: "The Soviet Union had nothing to do with this agreement concluded on a separate basis and actually circumventing the Geneva peace conference" on the Middle East.

The move stunned U.N. and American officials, because there had been no hint of it in the 16 months since the agreement was reached.

The Soviet Union had voted for the Security Council resolution endorsing the new responsibilities of the U.N. force after the second-stage disengagement was concluded in September, 1971 as part of U.S. "step-by-step" diplomacy. The problem had never been raised in the General Assembly debates on appropriations.

Even Soviet allies like East Germany, Czechoslovakia and Poland, which generally echo Soviet political gestures of this sort at the United Nations were taken by surprise. All three countries have already paid their peacekeeping assessments in full, U.N. officials said.

U.N. spokesman William Powell said he knew of no immediate practical effects on the functioning of the 4,000-man U.N. force.

"If we run a deficit as we have on other peacekeeping operations," he said, "the first thing that happens is that the nations contributing troops don't get reimbursed for their costs as quickly as they should."

American officials here saw the shift in policy as an "ominous sign," and recalled that more than a decade ago the Soviet Union had undermined the UN's peacekeeping capacity and threatened the financial solvency of the institution by withholding funds from the U.N. peacekeeping operations in the Congo, which Moscow had at first supported.

In Washington, the State Department took the view that the Soviet Union is legally obligated to pay its full share.

Beyond the U.N. implication, an American diplomat said here, "It is a political signal, a diplomatic shot across the bow, in which Moscow is saying that it was left out of the 1975 agreement and it had better be dealt in on any Arab-Israeli negotiations being contemplated by the Carter administration."

The Soviet note indicated that Moscow was paying $6 million of its $16.5 million bill for the upkeep of the two U.N. forces established in the Sinai and the Golan Heights in 1973 and 1974 with Soviet approval. It implied that Moscow might pay $6 million more at a later date, although no promise was made.

The total bill covers Moscow's share of the $110 million cost of the U.N. forces for the 12 months ending in October. The American share for that period, $31 million, was paid in full.

The Soviet position was reinforced today at a press conference given by the new Russian ambassador, Oleg Troyanovsky, who said that "we cannot bear the financial responsibility for measures taken without our participation." Troyanovsky, 57, took over last month from veteran cold warrior, Jacob Malik. Tropanovsky emphasized the Soviet line that the U.N. forces are a "temporary measure," and that an overall settlement should be sought to replace them.

Troyanovsky spoke in unaccented American English learned at Sidwell Friends Schools in Washington and at Swarthmore University when he lived here as the son of the Soviet ambassador to the United States in the 1930s. He gave no hint of any changes in the Soviet policy line, but made it sound more by referring to it as the "foreign policy platform" of the Soviet Union.

He advocated "the development of detente. Since the elections are over here, that's a word which, I suppose, can be used once again." He glossed over the problems of Soviet Jewish emigration, saying "I don't see much of a problem there, really.All of those who wished have left already, more or less except for a few individual cases. And I don't see many of similar backgrounds leaving the U.S."