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="Baigan" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="BJ" missing="" />
      <page ns="0" title="Bacon-chan" missing="" />
      <page ns="0" title="Bacon-kun" missing="" />
      <page ns="0" title="Baguba Port" missing="" />
      <page pageid="1475" ns="0" title="BSOD" />
      <page pageid="1645" ns="0" title="Back Alley Banter" />
      <page pageid="2360" ns="0" title="Back to China" />
      <page pageid="2773" ns="0" title="Back to the Drawing Board" />
      <page pageid="1207" ns="0" title="Bad Advice" />
      <page pageid="2175" ns="0" title="Bad Idea, Worse Idea" />
    </pages>
  </query>
</api>