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="Baryon" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="BBC London" missing="" />
      <page ns="0" title="BBC Radio 1" missing="" />
      <page ns="0" title="BBC Radio 2" missing="" />
      <page ns="0" title="BTEC ND" missing="" />
      <page ns="0" title="Bain Capital" missing="" />
      <page ns="0" title="Bankers" missing="" />
      <page ns="0" title="Barack Obama" missing="" />
      <page ns="0" title="Barack Obama presidential campaign, 2012" missing="" />
      <page ns="0" title="Barbarian" missing="" />
      <page ns="0" title="Bardez" missing="" />
    </pages>
  </query>
</api>