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="BTS410_magazines" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="B+T MP9-N" />
      <l ns="0" title="BAR" />
      <l ns="0" title="BF1 ammo belt" />
      <l ns="0" title="BLR magazines" />
      <l ns="0" title="BM59 bayonet" />
      <l ns="0" title="BM59 magazines" />
      <l ns="0" title="BMS Milcam HB" />
      <l ns="0" title="BRR Tactical light crossbow" />
      <l ns="0" title="BSA Lewis Gun" />
      <l ns="0" title="BSA Welrod Mk I" />
    </alllinks>
  </query>
</api>