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="Baby_pet_dragon" />
  </query-continue>
  <query>
    <pages>
      <page pageid="6200" ns="0" title="Baby Blue Dragon" />
      <page pageid="5858" ns="0" title="Baby basilisk" />
      <page pageid="3857" ns="0" title="Baby black dragon" />
      <page pageid="715" ns="0" title="Baby blue dragon" />
      <page pageid="5456" ns="0" title="Baby corp" />
      <page pageid="4970" ns="0" title="Baby corporeal beast" />
      <page pageid="3808" ns="0" title="Baby dragon" />
      <page pageid="3858" ns="0" title="Baby dragons" />
      <page pageid="5859" ns="0" title="Baby kurask" />
      <page pageid="6093" ns="0" title="Baby nex" />
    </pages>
  </query>
</api>