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|DOSBoxFrontends" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Associating the Configuration File in Windows" />
          <pl ns="0" title="Basic Setup and Installation of DosBox" />
          <pl ns="0" title="BuildingDOSBox" />
          <pl ns="0" title="Building DOSBox with MinGW" />
          <pl ns="0" title="Building DOSBox with Visual Studio" />
          <pl ns="0" title="Command Line" />
          <pl ns="0" title="Commands" />
          <pl ns="0" title="Connectivity" />
          <pl ns="0" title="Contact" />
          <pl ns="0" title="Contributing to this Wiki" />
        </links>
      </page>
    </pages>
  </query>
</api>