You are looking at the HTML representation of the XML format.
HTML is good for debugging, but is unsuitable for application use.
Specify the format parameter to change the output format.
To see the non HTML representation of the XML format, set format=xml.
See the complete documentation, or API help for more information. 
<?xml version="1.0"?>
<api>
  <query-continue>
    <alllinks alcontinue="Bee_Dance|1601" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="BERG Publishers" />
      <l ns="0" title="Baby Duck Syndrome" />
      <l ns="0" title="Backspace Generation" />
      <l ns="0" title="Backspace Generation" />
      <l ns="0" title="Baddle Angel Alita" />
      <l ns="0" title="Banff New Media Institute" />
      <l ns="0" title="Banff New Media Institute" />
      <l ns="0" title="Banff Summit on Living Architectures: Designing for Immersion and Interaction" />
      <l ns="0" title="Beamtimes and lifetimes: the world of high energy physicists" />
      <l ns="0" title="Bedtime for Bonzo" />
    </alllinks>
  </query>
</api>