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="Backstage" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="B&amp;Q" />
      <l ns="0" title="B.I.M. Harding" />
      <l ns="0" title="B. Armstrong" />
      <l ns="0" title="BEAD and other hashtags" />
      <l ns="0" title="BIM Harding" />
      <l ns="0" title="BU21 (2018)" />
      <l ns="0" title="Babes in the Wood (2011" />
      <l ns="0" title="Babes in the Wood (2011)" />
      <l ns="0" title="Baby With The Bathwater (2004)" />
      <l ns="0" title="Baby with the Bathwater (2004)" />
    </alllinks>
  </query>
</api>