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="Boss_Tricks" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="BSJ" />
      <l ns="0" title="Battleground SW" />
      <l ns="0" title="Beam Switch" />
      <l ns="0" title="Bioenergy Production" />
      <l ns="0" title="Bionenergy Production SW" />
      <l ns="0" title="Biostorage Station SW" />
      <l ns="0" title="Bitter Well SW" />
      <l ns="0" title="Blogg Morph Ball Glitch" />
      <l ns="0" title="Bomb Guardian" />
      <l ns="0" title="Boost Guardian" />
    </alllinks>
  </query>
</api>