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="Beverly_Garland" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Barbara Hale" />
      <l ns="0" title="Basil Rathbone" />
      <l ns="0" title="Bay of Pigs invasion" />
      <l ns="0" title="Beach Party" />
      <l ns="0" title="Beau Bridges" />
      <l ns="0" title="Beginning of the End" />
      <l ns="0" title="Being from Another Planet" />
      <l ns="0" title="Bela Lugosi" />
      <l ns="0" title="Bell System" />
      <l ns="0" title="Ben Murphy" />
    </alllinks>
  </query>
</api>