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="BATE_Borisov_Under-19s|1520" />
  </query-continue>
  <query>
    <alllinks>
      <l fromid="946" ns="0" title="BATE Borisov 0-0 Porto (2014-15 UEFA Youth League)" />
      <l fromid="3049" ns="0" title="BATE Borisov 0-0 Roma (2015-16 UEFA Youth League)" />
      <l fromid="3049" ns="0" title="BATE Borisov 0-3 Barcelona (2015-16 UEFA Youth League)" />
      <l fromid="3049" ns="0" title="BATE Borisov 1-1 Bayer Leverkusen (2015-16 UEFA Youth League)" />
      <l fromid="946" ns="0" title="BATE Borisov 1-2 Athletic Bilbao (2014-15 UEFA Youth League)" />
      <l fromid="946" ns="0" title="BATE Borisov 1-4 Shakhtar Donetsk (2014-15 UEFA Youth League)" />
      <l fromid="946" ns="0" title="BATE Borisov Under-19s" />
      <l fromid="1514" ns="0" title="BATE Borisov Under-19s" />
      <l fromid="1515" ns="0" title="BATE Borisov Under-19s" />
      <l fromid="1518" ns="0" title="BATE Borisov Under-19s" />
    </alllinks>
  </query>
</api>