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="Barry_Goldwater|932" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="BBC" />
      <l ns="0" title="Bachmann Exposes $105 Billion Secret" />
      <l ns="0" title="Backlash Against Common Core" />
      <l ns="0" title="Bad Facts about Obama’s Prospects" />
      <l ns="0" title="Bailing out the European Union" />
      <l ns="0" title="Balanced budget" />
      <l ns="0" title="Barack Hussein Obama" />
      <l ns="0" title="Bariatric science" />
      <l ns="0" title="Barry Goldwater" />
      <l ns="0" title="Barry Goldwater" />
    </alllinks>
  </query>
</api>