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="OpenWRT|1" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="BGP" />
      <l ns="0" title="Como editar este wiki" />
      <l ns="0" title="Como iniciar una ilha do princípio" />
      <l ns="0" title="Enlaces ponto a ponto" />
      <l ns="0" title="Instalação de Libre-mesh em TP-Link WDR" />
      <l ns="0" title="Listado de routers segundo as segundo as condições mais adequadas" />
      <l ns="0" title="Materiais" />
      <l ns="0" title="Misturar mesh e infra-estrutura" />
      <l ns="0" title="Modo ad-hoc" />
      <l ns="0" title="OSPF" />
    </alllinks>
  </query>
</api>