Hi, For an 'across the mains' suppression application, it is a safety requirement that you use a suitable X2 (or X1) safety certified part. I don't think 2.2uF is too big a difference.
EDIT: Wait, is this a capacitive dropper resistor for the controller electronics? If so, it is a little more important to be close to the correct value. 2.2uF is probably still ok. You didn't mention the voltage rating and dielectric of the 2uF one you found.