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="Blue_Paradise_Corfu_Ionian_Islands|9831" />
  </query-continue>
  <query>
    <alllinks>
      <l fromid="9832" ns="0" title="Barracuda Reef Zakynthos Ionian Islands" />
      <l fromid="9841" ns="0" title="Barracuda Reef Zakynthos Ionian Islands" />
      <l fromid="9832" ns="0" title="Big Cave Amorgos Cyclades" />
      <l fromid="9833" ns="0" title="Big Cave Amorgos Cyclades" />
      <l fromid="9832" ns="0" title="Big Moray Reef Corfu Ionian Islands" />
      <l fromid="9841" ns="0" title="Big Moray Reef Corfu Ionian Islands" />
      <l fromid="9536" ns="0" title="Blue-fin-divers-naxos-cyclades" />
      <l fromid="9536" ns="0" title="Blue-paradise-corfu-ionian-islands" />
      <l fromid="9831" ns="0" title="Blue Fin Divers Naxos Cyclades" />
      <l fromid="9834" ns="0" title="Blue Fin Divers Naxos Cyclades" />
    </alllinks>
  </query>
</api>