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="Baronie_Mittenberge|423" />
  </query-continue>
  <query>
    <pages>
      <page pageid="9" ns="0" title="Hauptseite" />
      <page pageid="34" ns="0" title="Gero Fuxfell" />
      <page pageid="148" ns="0" title="Protektorat Zweimühlen" />
      <page pageid="219" ns="0" title="Waldbert von Löwenhaupt" />
      <page pageid="382" ns="0" title="Baronie Mittenberge" />
      <page pageid="417" ns="0" title="Cron-Feste Dragentodt" />
      <page pageid="419" ns="0" title="Junkergut Flachswerder" />
      <page pageid="521" ns="0" title="Leto Fuxfell" />
      <page pageid="569" ns="0" title="Brodalbert von Dunkelstein" />
    </pages>
  </query>
</api>