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="BS_Wattenscheid_09" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="BB Lunix" missing="" />
      <page ns="0" title="BB Lunix Stadion" missing="" />
      <page ns="0" title="BSG Braunkohle Bitterfeld" missing="" />
      <page ns="0" title="BSG Chemie Barmbek" missing="" />
      <page ns="0" title="BSG Justitia Rixdorf" missing="" />
      <page ns="0" title="BSG Justitita Rixdorf" missing="" />
      <page ns="0" title="BSG Maulwurf" missing="" />
      <page ns="0" title="BSG Sachsenring Zwickau" missing="" />
      <page ns="0" title="BSV Iserlohn" missing="" />
      <page ns="0" title="BSV Magma Mannheim" missing="" />
    </pages>
  </query>
</api>