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="Lesson_2_-_disable_effect|80" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Bo3b&#039;s School for Shaderhackers" />
      <l ns="0" title="Canonical Stereo Code" />
      <l ns="0" title="Default DX9Settings.ini" />
      <l ns="0" title="Game Fixing Strategy" />
      <l ns="0" title="HelixMod Feature List" />
      <l ns="0" title="Lesson 0" />
      <l ns="0" title="Lesson 0.5 - quick fix" />
      <l ns="0" title="Lesson 1" />
      <l ns="0" title="Lesson 1 - using HelixMod" />
      <l ns="0" title="Lesson 2 - disable effect" />
    </alllinks>
  </query>
</api>