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="Barnsley_Irish_Dance_Academy|1538" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Bailey Murray Academy of Irish Dancing" />
      <l ns="0" title="Bailey Murray Academy of Irish Dancing" />
      <l ns="0" title="Bailey Scariff Academy of Irish Dancing" />
      <l ns="0" title="Bailey Scariff Academy of Irish Dancing" />
      <l ns="0" title="Bailey Scariff Academy of Irish Dancing" />
      <l ns="0" title="Bailie School of Irish Dancing" />
      <l ns="0" title="Ballynafeigh School of Irish Dancing" />
      <l ns="0" title="Banbha Irish Dance School" />
      <l ns="0" title="Bangor School of Irish Dancing" />
      <l ns="0" title="Barbara Dance Academy" />
    </alllinks>
  </query>
</api>