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="Balle|1730" />
  </query-continue>
  <query>
    <pages>
      <page pageid="196" ns="0" title="Niels Erik Steensen" />
      <page pageid="381" ns="0" title="Orla Lehmannsgade" />
      <page pageid="614" ns="0" title="Langelinie" />
      <page pageid="1430" ns="0" title="Lerbæk Mølle" />
      <page pageid="1506" ns="0" title="Fagforeninger i Vejle" />
      <page pageid="1635" ns="0" title="P.A. Andersen" />
      <page pageid="1639" ns="0" title="Steen Andersen" />
      <page pageid="1925" ns="0" title="Boelskilde" />
      <page pageid="2454" ns="0" title="Karen-Lisbeth Rasmussen" />
      <page pageid="2674" ns="0" title="Kælkning i Roms Hule" />
    </pages>
  </query>
</api>