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="Bayer_04_Mitgliedschaft" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="BSV Schwarz-Weiß Rehden" missing="" />
      <page ns="0" title="Bambi (Auszeichnung)" missing="" />
      <page ns="0" title="Bangladesch" missing="" />
      <page ns="0" title="Bat-smg:Michael Ballack" missing="" />
      <page ns="0" title="Bayer-Löwe" missing="" />
      <page ns="0" title="Bayer 04 Leverkusen" missing="" />
      <page pageid="39" ns="0" title="BayArena" />
      <page pageid="32" ns="0" title="Bayer-Kreuz" />
      <page pageid="95" ns="0" title="Bayer 04 Elf des Jahrhunderts" />
      <page pageid="166" ns="0" title="Bayer 04 Mannschaftsbus" />
    </pages>
  </query>
</api>