Jean Shepherd's role as a predawn broadcaster for radio station WOR ended abruptly yesterday when he was cut off the air during his program. The suspension of the broadcast followed a satiric appeal by Mr. Shepherd to his listeners to purchase a brand of soap that was not advertised on his 1-to-5:30 A.M. program. The broadcaster, who was to be replaced on the program next week, said after he went off the air that he had injected the unscheduled commercial "to prove I could sell soap." He added that he did not think the station would object. However, Robert J. Leder, general manager of the station, who was listening to the program at home , ordered the Shepherd show off the air at 2:30 A.M. For the next three hours WOR offered recorded music. Mr. Shepherd's nightly broadcasts consisting of random comments and occasional recordings were to have terminated last Monday after about six months on the air. The station said the program was not attracting enough sponsors and announced plans to find a place for Mr. Shepherd in another time segment. The night before Mr. Shepherd was to do his final broadcast, 400 of his supporters held a meeting in downtown Manhattan to protest his dismissal. The next day he received a one-week reprieve. Mr. Shepherd was succeeded on this morning's program by "Long John" Nebel, an entertainer from Parsippany, N.J. The station said that it had made further efforts to discuss a new program and time schedule with Mr. Shepherd, but that he had not been available.