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="Cap_Digital|2004" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1381" ns="0" title="Cory Doctorow" />
      <page pageid="1415" ns="0" title="Robert Scoble" />
      <page pageid="1522" ns="0" title="Violet Blue" />
      <page pageid="1559" ns="0" title="Leweb 2009 Speakers" />
      <page pageid="1596" ns="0" title="Twitter slatteryz" />
      <page pageid="1607" ns="0" title="Twitter michaelum" />
      <page pageid="1622" ns="0" title="Lists with people to add" />
      <page pageid="1642" ns="0" title="Silicon Sentier" />
    </pages>
  </query>
</api>