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="2|0|Riven_variables" />
  </query-continue>
  <query>
    <pages>
      <page pageid="2" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Mohawk MIDI" />
          <pl ns="0" title="Mohawk Sounds" />
          <pl ns="0" title="Mohawk archive format" />
          <pl ns="0" title="Myst engine overview" />
          <pl ns="0" title="Myst resources" />
          <pl ns="0" title="Other Games" />
          <pl ns="0" title="Riven engine overview" />
          <pl ns="0" title="Riven external commands" />
          <pl ns="0" title="Riven resources" />
          <pl ns="0" title="Riven scripts" />
        </links>
      </page>
    </pages>
  </query>
</api>