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="BDSM_Vendors" />
  </query-continue>
  <query>
    <pages>
      <page pageid="191" ns="0" title="BDSM" />
      <page pageid="92" ns="0" title="BDSM 101" />
      <page pageid="743" ns="0" title="BDSM Checklist" />
      <page pageid="550" ns="0" title="BDSM Cultures" />
      <page pageid="491" ns="0" title="BDSM Event" />
      <page pageid="88" ns="0" title="BDSM Events" />
      <page pageid="32" ns="0" title="BDSM FAQ" />
      <page pageid="740" ns="0" title="BDSM Rights" />
      <page pageid="415" ns="0" title="BDSM Symbols" />
      <page pageid="439" ns="0" title="BDSM Theory" />
    </pages>
  </query>
</api>