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="Behaviour_mode" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Baggage Claim" missing="" />
      <page ns="0" title="Baggage claim" missing="" />
      <page ns="0" title="Bald Mountain" missing="" />
      <page ns="0" title="Beach Headland" missing="" />
      <page ns="0" title="Behavior menu" missing="" />
      <page ns="0" title="Behaviour" missing="" />
      <page pageid="350" ns="0" title="Baggage Claim Owner" />
      <page pageid="1215" ns="0" title="Baldino&#039;s Spaceship" />
      <page pageid="944" ns="0" title="Bat" />
      <page pageid="533" ns="0" title="Beatrice" />
    </pages>
  </query>
</api>