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 galcontinue="Bernd_Kienitz" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Babushka" missing="" />
      <page ns="0" title="Bang!" missing="" />
      <page pageid="2396" ns="0" title="Backgammon-Brett" />
      <page pageid="434" ns="0" title="Bagh Chal" />
      <page pageid="800" ns="0" title="Bakuk" />
      <page pageid="976" ns="0" title="Bassadewitz" />
      <page pageid="2382" ns="0" title="Bauer Klaus und die Maus" />
      <page pageid="881" ns="0" title="Bechi" />
      <page pageid="292" ns="0" title="Ben Stanley" />
      <page pageid="864" ns="0" title="Ben van Buskirk" />
    </pages>
  </query>
</api>