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|0|Dev_Env" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="About" />
          <pl ns="0" title="Antifa Prisoners" />
          <pl ns="0" title="Attack on The Casa" />
          <pl ns="0" title="August Riots" />
          <pl ns="0" title="Birmingham October 29th 2011" />
          <pl ns="0" title="Brian Haw" />
          <pl ns="0" title="Bristol IMC Court Order" />
          <pl ns="0" title="CoC Jan Screenings" />
          <pl ns="0" title="Contact" />
          <pl ns="0" title="Dale Farm" />
        </links>
      </page>
    </pages>
  </query>
</api>