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>
    <linkshere lhcontinue="223" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page">
        <linkshere>
          <lh pageid="14" ns="0" title="Foil" />
          <lh pageid="15" ns="0" title="SJSU20070502 Foil Exam Lesson" />
          <lh pageid="26" ns="0" title="Epee" />
          <lh pageid="28" ns="0" title="Sabre" />
          <lh pageid="29" ns="0" title="SJSU20070502 Sabre Exam Lesson" />
          <lh pageid="30" ns="0" title="PC20070505 Exam Epee Lesson" />
          <lh pageid="34" ns="0" title="Classical Engagement" />
          <lh pageid="84" ns="0" title="Classical Invitation" />
          <lh pageid="85" ns="0" title="Eight Count Salute" />
          <lh pageid="120" ns="0" title="Italian Fencing Notation" />
        </linkshere>
      </page>
    </pages>
  </query>
</api>