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="Benazir_Bhutto|890" />
  </query-continue>
  <query>
    <pages>
      <page pageid="259" ns="0" title="American Airlines Flight 77" />
      <page pageid="468" ns="0" title="Mobiles at altitude" />
      <page pageid="591" ns="0" title="American Airlines Flight 77 Calls" />
      <page pageid="1024" ns="0" title="Failure of imagination" />
      <page pageid="1036" ns="0" title="Norman Mineta" />
      <page pageid="1086" ns="0" title="Sliney" />
      <page pageid="1095" ns="0" title="AK Dewdney" />
      <page pageid="1621" ns="0" title="Moussaoui Flights exhibit" />
      <page pageid="1985" ns="0" title="Barbara Olson" />
    </pages>
  </query>
</api>