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="Ballet_Boots" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1791" ns="0" title="BDSM" />
      <page pageid="3418" ns="0" title="BH (Nederlands)" />
      <page pageid="2149" ns="0" title="Baby Love's Latex" />
      <page pageid="1641" ns="0" title="Bal des Supplices" />
      <page pageid="3483" ns="0" title="Ball des Supplices (Nederlands)" />
      <page pageid="3057" ns="0" title="Ball gag" />
      <page pageid="1699" ns="0" title="Ball hood" />
      <page pageid="4258" ns="0" title="Ball tie" />
      <page pageid="3122" ns="0" title="Ballbody" />
      <page pageid="3331" ns="0" title="Ballet" />
    </pages>
  </query>
</api>