A Soviet ballet dancer who defected to the United States in January and appeared to be enjoying a new life here underwent a sudden and mysterious reversal and left for Moscow last night in the company of Soviet officials.

The dancer is Yuri Stepanov, 32, a soloist with the Moscow Classical Ballet who left the troupe during a tour in Rome late in January and went to the U.S. Embassy there seeking asylum.

Friends of Stepanov believe he was pressured by the Soviets into leaving, and the director of the New Jersey ballet where Stepanov was working said she had been stunned by his sudden disappearance last week.

Russian-speaking officials from the State Department and the Immigration and Naturalization Service, however, met with Stepanov in the presence of two Soviet consular officials at the State Department yesterday and said, after a lengthy questioning session, that they couldn't uncover evidence that he was being forced to leave against his will. "They got the impression," an official said later, "that he did want to go back."

Sen. Jesse A. Helms (R-N.C.) tried to get the State Department to stop the Aeroflot airliner, which left Dulles Airport at 6 p.m. yesterday, and keep Stepanov for one more day of questioning without the Soviet officials present and to determine if Stepanov was drugged. An aide to Helms said the senator found out about the situation late yesterday afternoon.

Stepanov was brought from Rome to the United States under the auspices of a church group in Frederick County, Md. Early in March, the group got in touch with Yuli Vzorov, a 41-year-old ballet teacher and choreographer who, as a Jew, was allowed to emigrate from Russia five years ago.

Stepanov had been Vzorov's student about 10 years ago in the Soviet Union. Vzorov, who now lives in Bethesda, said that Stepanov stayed with him about a month, then Vzorov took him to New Jersey, where he won the lead role in a new ballet.

"I'm absolutely sure he wanted to stay in this country," Vzorov said in a telephone interview. "He was absolutely glad to be out of the Soviet Union and told me he had been planning his defection for five years."

Stepanov allegedly told Soviet officials he missed his wife and parents, but Vzorov said Stepanov told him he had not lived with his wife for a year before he defected.

The turning point apparently came about 10 days ago, when Stepanov went into New York City from Montclair, N.J., where he had rented an apartment. He went to visit the Four Continents Bookstore, which sells Russian language publications and where Soviet emigres sometimes meet. It is assumed Soviet officials also watch the place.

When he returned, Vzorov, who stayed in touch with Stepanov, says, he was "in a very bad mood, very upset," began drinking and continued for several days.

He left New Jersey last Thursday morning and disappeared. Government officials later learned that he had apparently spent three days at the Soviet Embassy in Washington. The Soviet Embassy notified the State Department Monday that Stepanov wanted to go back to the Soviet Union.

Carolyn Clark, director of the New Jersey ballet, said in a telephone interview that Stepanov "seemed very happy. He had been meeting with Russian friends and was active in the church. Then all of a sudden he disappeared. It's all rather odd."

Stepanov, says Vzorov, was "a good dancer, a soloist, but not a star." In contrast to the highly publicized defection last year of Soviet ballet star Alexander Godunov, Stepanov's defection was handled quietly, and a few people knew about it.

When Godunov defected, his wife, star ballerina Ludmilla Vlasova, decided to return to Moscow without her husband. After a long and tense stand-off in New York in which the Aeroflot jet wasn't allowed to leave, U.S. officials interviewed Vlasova. Those interviews also took place in the presence of several Soviet officials, which officials say is standard diplomatic practice.