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="Baddeck|1980" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1892" ns="0" title="Glossary for Canadian History" />
      <page pageid="1980" ns="0" title="To Add Canadian" />
      <page pageid="1987" ns="0" title="Brookfield Place" />
      <page pageid="2036" ns="0" title="To Do Canada" />
      <page pageid="2049" ns="0" title="Pierre Berton" />
      <page pageid="2427" ns="0" title="To Add Canadian Person" />
      <page pageid="2488" ns="6" title="File:Letterbox-backtothefuture.jpg" />
    </pages>
  </query>
</api>