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="57|0|Churches_in_Brampton,Ontario,Canada" />
  </query-continue>
  <query>
    <pages>
      <page pageid="57" ns="0" title="Main Page">
        <links>
          <pl ns="0" title="Alternative Markets" />
          <pl ns="0" title="Artists in Christian Testimony (A.C.T.) Canada" />
          <pl ns="0" title="Bible" />
          <pl ns="0" title="CMS for Churches" />
          <pl ns="0" title="Canadian Christian Media Workers" />
          <pl ns="0" title="Canadian Church Press" />
          <pl ns="0" title="Celebration of the Life of Jim Leek" />
          <pl ns="0" title="ChristianMedia.ca" />
          <pl ns="0" title="Christian Media Roundtable" />
          <pl ns="0" title="Christian Musicians Association" />
        </links>
      </page>
    </pages>
  </query>
</api>