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="ヘバト|572" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="M神列伝１：ヒエログリフ" />
      <l ns="0" title="Nと月について：ヒエログリフ" />
      <l ns="0" title="かき消されるＢ：ヒエログリフ" />
      <l ns="0" title="かき消されるＢ：ヒエログリフ" />
      <l ns="0" title="アダパについて" />
      <l ns="0" title="イシュタル" />
      <l ns="0" title="テシュブ" />
      <l ns="0" title="トンパ文字" />
      <l ns="0" title="ナシ族" />
      <l ns="0" title="ニンリル" />
    </alllinks>
  </query>
</api>