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="1|0|HSTT" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="CES" />
          <pl ns="0" title="CoC Environmental Reviews" />
          <pl ns="0" title="CoC Symposium Documents" />
          <pl ns="0" title="CoC Veterans Committee" />
          <pl ns="0" title="DCMHShelterPlusCare" />
          <pl ns="0" title="FY15 CoC Application" />
          <pl ns="0" title="FY16 CoC Application" />
          <pl ns="0" title="FY17 CoC Application" />
          <pl ns="0" title="FY18 CoC Application" />
          <pl ns="0" title="HMIS Policies and Documents" />
        </links>
      </page>
    </pages>
  </query>
</api>