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="Book:Deerskin" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Backgammon" missing="" />
      <page ns="0" title="Beer" missing="" />
      <page ns="0" title="Black Square" missing="" />
      <page ns="0" title="Bluff" missing="" />
      <page ns="0" title="Bohnanza" missing="" />
      <page ns="0" title="Book:A Maze of Death" missing="" />
      <page ns="0" title="Book:A Treasury of Great Poems" missing="" />
      <page ns="0" title="Book:City of Illusions" missing="" />
      <page ns="0" title="Book:Cyrano de Bergerac" missing="" />
      <page pageid="2131" ns="0" title="Board Games" />
    </pages>
  </query>
</api>