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="Deep_Darkness" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Belch&#039;s Base" />
      <l ns="0" title="Breath of Fire" />
      <l ns="0" title="Breath of Fire Any% Guide" />
      <l ns="0" title="Breath of Fire Any% Mrbl3 Guide" />
      <l ns="0" title="Cave of the Past" />
      <l ns="0" title="Chrono Trigger" />
      <l ns="0" title="Chrono Trigger Any% Route" />
      <l ns="0" title="Chrono Trigger Glitchless Route" />
      <l ns="0" title="Dalaam" />
      <l ns="0" title="Dark Onett" />
    </alllinks>
  </query>
</api>