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>
    <links plcontinue="1|1|Main_Page" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Beaulieu 6008 to 9008 comparison" />
          <pl ns="0" title="Festivals Events Fleamarkets" />
          <pl ns="0" title="Leicina Special: Repair" />
          <pl ns="0" title="Minolta: how to adjust XL-401/601 meter" />
          <pl ns="0" title="Nikon 8x Super Zoom: Disassembly" />
          <pl ns="0" title="Sample" />
          <pl ns="0" title="Sandbox" />
          <pl ns="0" title="Super 8 Cartridge Notch Ruler" />
          <pl ns="0" title="Super 8 EKTACHROME 100D motion picture film exposed in old cameras" />
          <pl ns="0" title="Super 8 EKTACHROME 64T motion picture film exposed in old cameras" />
        </links>
      </page>
    </pages>
  </query>
</api>