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="Bazaar" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Bald Eagles" missing="" />
      <page ns="0" title="Battle Report" missing="" />
      <page pageid="2240" ns="0" title="Bashing" />
      <page pageid="782" ns="0" title="Battle" />
      <page pageid="696" ns="0" title="Battle Example" />
      <page pageid="69" ns="0" title="Battle System" />
      <page pageid="784" ns="0" title="Battle example" />
      <page pageid="853" ns="0" title="Battle report" />
      <page pageid="825" ns="0" title="Battle reports" />
      <page pageid="271" ns="0" title="Battle system" />
    </pages>
  </query>
</api>