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="Bethpage_Purchase|554" />
  </query-continue>
  <query>
    <alllinks>
      <l fromid="185" ns="0" title="B K Sweenys" />
      <l fromid="58" ns="0" title="Bethpage" />
      <l fromid="214" ns="0" title="Bethpage Assembly of God" />
      <l fromid="260" ns="0" title="Bethpage Drive-In Theater" />
      <l fromid="563" ns="0" title="Bethpage Friends Meeting" />
      <l fromid="214" ns="0" title="Bethpage Jewish Community Center" />
      <l fromid="377" ns="0" title="Bethpage Jewish Community Center" />
      <l fromid="214" ns="0" title="Bethpage Methodist Church" />
      <l fromid="457" ns="0" title="Bethpage Methodist Church" />
      <l fromid="547" ns="0" title="Bethpage Post Office" />
    </alllinks>
  </query>
</api>