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="Bhagavad_Gita|1250" />
  </query-continue>
  <query>
    <pages>
      <page pageid="8" ns="0" title="Stanford" />
      <page pageid="690" ns="0" title="Earth Science 7-Baghdad, Iraq" />
      <page pageid="1208" ns="0" title="History 8 Near East Bible&#039;s Israel" />
      <page pageid="1223" ns="0" title="Jezebel" />
      <page pageid="1289" ns="0" title="History 8 China Review 100 Schools of Thought" />
      <page pageid="2071" ns="0" title="History 8 Culture Origins Vocabulary" />
      <page pageid="2365" ns="0" title="Agricultural Revolution worksheet" />
    </pages>
  </query>
</api>