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="CommerceBuilder_API|30" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page" />
      <page pageid="11" ns="0" title="Feature Customization - AC7" />
      <page pageid="14" ns="0" title="Look and Feel Customization - AC7" />
      <page pageid="16" ns="0" title="Importing Categories" />
      <page pageid="113" ns="12" title="Help:Wikitext examples" />
      <page pageid="235" ns="0" title="Look and Feel Customization - AC Gold" />
      <page pageid="236" ns="0" title="Feature Customization - AC Gold" />
      <page pageid="251" ns="0" title="Code for Alert when there are reviews to approve - AC Gold" />
    </pages>
  </query>
</api>