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="Batallia_Downs_Event_IDs" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="BCNM Scripting" missing="" />
      <page pageid="64" ns="0" title="Balgas Dais Event IDs" />
      <page pageid="24" ns="0" title="Basic Item IDs" />
      <page pageid="10329" ns="0" title="Basic Item IDs Page 1" />
      <page pageid="10328" ns="0" title="Basic Item IDs Page 2" />
      <page pageid="3938" ns="0" title="Basic database primer" />
      <page pageid="65" ns="0" title="Bastok Jeuno Airship Event IDs" />
      <page pageid="66" ns="0" title="Bastok Markets Event IDs" />
      <page pageid="67" ns="0" title="Bastok Markets S Event IDs" />
      <page pageid="68" ns="0" title="Bastok Mines Event IDs" />
    </pages>
  </query>
</api>