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="10300|0|How_to_Add_Item_Mods" />
  </query-continue>
  <query>
    <pages>
      <page pageid="10300" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Adjusting the subjob level to be different than half the main job level" />
          <pl ns="0" title="Advanced Scripting" />
          <pl ns="0" title="Building the Server" />
          <pl ns="0" title="Configuring Your Client" />
          <pl ns="0" title="Core" />
          <pl ns="0" title="Customizing Your Server" />
          <pl ns="0" title="DarkStar Servers" />
          <pl ns="0" title="Database" />
          <pl ns="0" title="GM Commands" />
          <pl ns="0" title="How to Add Item Latents" />
        </links>
      </page>
    </pages>
  </query>
</api>