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="Edward_Percival_RISHWORTH" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Borough Engineers" missing="" />
      <page ns="0" title="Categories:" missing="" />
      <page ns="0" title="DOB" missing="" />
      <page pageid="29" ns="0" title="Blanche Beatrice BURT" />
      <page pageid="83" ns="0" title="Cuba" />
      <page pageid="82" ns="0" title="Cuba Street" />
      <page pageid="92" ns="0" title="Dowse Art Museum" />
      <page pageid="93" ns="0" title="Dowse Drive" />
      <page pageid="104" ns="0" title="Duke of Roxburgh" />
      <page pageid="27" ns="0" title="Edith Stanway SWAINSON" />
    </pages>
  </query>
</api>