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="Babau_17DV" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="BAB" />
      <l ns="0" title="Baaz Draconian" />
      <l ns="0" title="Babau" />
      <l ns="0" title="Babau 10DV" />
      <l ns="0" title="Babau 11DV" />
      <l ns="0" title="Babau 12DV" />
      <l ns="0" title="Babau 13DV" />
      <l ns="0" title="Babau 14DV" />
      <l ns="0" title="Babau 15DV" />
      <l ns="0" title="Babau 16DV" />
    </alllinks>
  </query>
</api>