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>
    <links plcontinue="1|0|Anthropology_and_Artificial_Intelligence" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="About" />
          <pl ns="0" title="Academic Programs" />
          <pl ns="0" title="Activity Theory" />
          <pl ns="0" title="Affective Computing" />
          <pl ns="0" title="Alone Together: Technology and the Reinvention of Intimacy and Solitude" />
          <pl ns="0" title="Amber Case" />
          <pl ns="0" title="Ambient Awareness" />
          <pl ns="0" title="Ambient Intimacy" />
          <pl ns="0" title="Animal Cyborgs" />
          <pl ns="0" title="Anthropology Visualisation" />
        </links>
      </page>
    </pages>
  </query>
</api>