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|Batch_system_status" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="ARC6 EL9" />
          <pl ns="0" title="ARGO Nagios Monitoring" />
          <pl ns="0" title="ARGUS deployment" />
          <pl ns="0" title="ATLAS Monitoring For Sites" />
          <pl ns="0" title="ATLAS Site Availability and Performance (ASAP)" />
          <pl ns="0" title="ATLAS Software Installation" />
          <pl ns="0" title="A quick guide to CVMFS" />
          <pl ns="0" title="Adoption of Backup GridPP Voms Servers" />
          <pl ns="0" title="Argus Server" />
          <pl ns="0" title="Atlas FCR Procedure" />
        </links>
      </page>
    </pages>
  </query>
</api>