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="Backup_Launcher_v3|1966" />
  </query-continue>
  <query>
    <pages>
      <page pageid="67" ns="0" title="DSChess" />
      <page pageid="1185" ns="0" title="WiiBrickBlocker" />
      <page pageid="3246" ns="0" title="List of PS3 homebrew" />
      <page pageid="3268" ns="0" title="Black screen games" />
      <page pageid="3942" ns="0" title="List of 3DS homebrew" />
      <page pageid="3943" ns="0" title="List of 3DS homebrew applications" />
      <page pageid="4029" ns="0" title="List of 3DS exploits" />
    </pages>
  </query>
</api>