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="BAR|7729" />
  </query-continue>
  <query>
    <pages>
      <page pageid="6320" ns="0" title="Abbreviations Glossary" />
      <page pageid="7311" ns="0" title="Bronze Armor Set" />
      <page pageid="7329" ns="0" title="Large Bronze Armor Set" />
      <page pageid="7480" ns="0" title="Large Raw-Hide Armor Set" />
      <page pageid="7540" ns="0" title="Raw-Hide Armor Set" />
      <page pageid="7627" ns="0" title="Ringmail Armor Set" />
      <page pageid="7640" ns="0" title="Large Ringmail Armor Set" />
      <page pageid="7675" ns="0" title="Large Cloth Armor Set" />
      <page pageid="7690" ns="0" title="Tattered Armor Set" />
      <page pageid="7709" ns="0" title="Large Tattered Armor Set" />
    </pages>
  </query>
</api>