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="Books" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="BE-NE-LUX Genealogist" />
      <l ns="0" title="BE-NE-LUX Genealogy Study Group" />
      <l ns="0" title="Back Issue Digitizing Study Group" />
      <l ns="0" title="Back Issue Sales" />
      <l ns="0" title="Balling Award" />
      <l ns="0" title="Ballot" />
      <l ns="0" title="Beetle Gazette" />
      <l ns="0" title="Board" />
      <l ns="0" title="Board Policies" />
      <l ns="0" title="Board of Directors" />
    </alllinks>
  </query>
</api>