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="Luxemburg|8" />
  </query-continue>
  <query>
    <pages>
      <page pageid="8" ns="0" title="Universität Innsbruck" />
      <page pageid="10" ns="4" title="Wiki name:Datenschutz" />
      <page pageid="193" ns="0" title="Börner, Otto Alexander" />
      <page pageid="248" ns="4" title="Wiki name:Über Romanistenlexikon" />
      <page pageid="262" ns="14" title="Kategorie:Romanistenlexikon" />
      <page pageid="452" ns="0" title="Von Kausler, Heinrich Eduard" />
      <page pageid="918" ns="0" title="Frankhauser, Franz" />
      <page pageid="919" ns="0" title="Horning, Adolf" />
    </pages>
  </query>
</api>