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="Back_Stab|8072" />
  </query-continue>
  <query>
    <pages>
      <page pageid="330" ns="0" title="Double Wing Effect" />
      <page pageid="602" ns="0" title="Novice Wing" />
      <page pageid="654" ns="0" title="Monster Dropped Gears" />
      <page pageid="5056" ns="0" title="BGM Credits" />
      <page pageid="5057" ns="0" title="Background Music" />
      <page pageid="5231" ns="0" title="Drooping Eddga" />
      <page pageid="5621" ns="0" title="Baby Demonic Wings" />
      <page pageid="8060" ns="10" title="Template:Navbox Thief" />
    </pages>
  </query>
</api>