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="Banat_Militia" />
  </query-continue>
  <query>
    <pages>
      <page pageid="2985" ns="0" title="Baaden Infantry" />
      <page pageid="423" ns="0" title="Baden-Baden Infantry" />
      <page pageid="432" ns="0" title="Baden-Durlach Infantry" />
      <page pageid="5644" ns="0" title="Badger (14)" />
      <page pageid="6794" ns="0" title="Bahmut Cossacks" />
      <page pageid="7128" ns="0" title="Bakhmut Cossacks" />
      <page pageid="5645" ns="0" title="Baltimore (14)" />
      <page pageid="653" ns="0" title="Banal-Grenzinfanterieregiment nr. 1" />
      <page pageid="655" ns="0" title="Banal-Grenzinfanterieregiment nr. 2" />
      <page pageid="682" ns="0" title="Banalisten Grenz-Hussars" />
    </pages>
  </query>
</api>