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="Barbara_La_Marr" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Baby Names" />
      <l ns="0" title="Back to Adopting from Moldova" />
      <l ns="0" title="Back to Adopting from Ukraine" />
      <l ns="0" title="Bahamas, The" />
      <l ns="0" title="Bahrain" />
      <l ns="0" title="Bahrain and the Hague Convention" />
      <l ns="0" title="Baiteke and Adoption (under Kiribati)" />
      <l ns="0" title="Bangladesh" />
      <l ns="0" title="Bangladesh and the Hague Convention" />
      <l ns="0" title="Barbados" />
    </alllinks>
  </query>
</api>