While Republican mayors don't feel snubbed by Vice President George Bush's "no show" at the U.S. Conference of Mayors in Salt Lake City, Democrats say the Republican presidential contender's failure to appear is a mistake.

"I think George Bush should be here," Philadelphia Mayor Wilson Goode, a Democrat, said Saturday."A chance in an election year to talk to the mayors of the 200 largest cities in the nation is an opportunity anyone should take advantage of," he said.

Utah Republican Party officials were expecting Bush to speak Saturday at the conference and the State Republican Convention, but scheduling conflicts forced him to back out of the appearances earlier this month.

Bush did not appear at last year's conference in Nashville, Tenn.

Two Democratic rivals will come to Salt Lake City. Michael Dukakis will arrive on Sunday and will meet with the mayors and also plans to visit with President Thomas S. Monson of the First Presidency of The Church of Jesus Christ of Latter-day Saints and with Elder James E. Faust of the Council of the Twelve. Jesse Jackson is scheduled to address the mayors Wednesday morning.

"George Bush should have made sure that his schedule permitted that he be here," said Arthur Holland, mayor of Trenton, N.J., and vice president of the convention.

"You're talking to a small group here that represents a huge part of the United States," he said.

But Conference President Richard Berkley, mayor of Kansas City, Mo., said he doesn't feel hurt by Bush's change of mind.

"He (Bush) had a scheduling problem. He is quite interested in urban issues. I have talked to him myself, and I know his concern, and he will be communicating with us," Berkley said.

"Certainly, we're disappointed he's not here . . . , but it just didn't work out logistically," he said.

Goode pointed out, however, that Bush was in Denver Friday night, a short flight from Salt Lake City. The vice president was in the Mile-High City for a Republican Party unity rally scheduled by the Republican National Committee.

"I'm pleased that Michael Dukakis and Jesse Jackson are coming," Goode said, adding their appearance reflects their "sensitivity to urban issues."

Asked if Bush's not appearing at the conference represented an insensitivity toward urban issues, Goode said the vice president would have been "courteously accepted" by the mayors at the conference, who, by a vast majority, are Democrats.

Some mayors have expressed dismay over erosion in the relationship between U.S. cities and the Reagan administration over such issues as the dismantling of federal revenue sharing.

"In certain respects, we're (ities) not as well off as when the Reagan administration came in," Holland said.