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>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Formal training courses" />
          <pl ns="0" title="On-the-job learning" />
          <pl ns="0" title="Vocational qualifications" />
          <pl ns="0" title="Working towards Professional Registration, SE Certification" />
          <pl ns="0" title="Writing papers and articles for presentation/publication" />
        </links>
      </page>
    </pages>
  </query>
</api>