WASHINGTON, Dec 13 (Reuters) - The White House denied on Wednesday that Saudi Arabia warned Washington of its intention to support Iraqi Sunnis in the their war against the country's Shi'ites should the United States pull out of Iraq. "That's not Saudi government policy," White House spokesman Tony Snow told reporters. The New York Times reported that Saudi King Abdullah had delivered a message to Vice President Dick Cheney during Cheney's visit to the kingdom last month of the Saudis plans to provide financial backing to Iraqi Sunnis if the United States withdraws.