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="Badab_War_Campaign|5920" />
  </query-continue>
  <query>
    <pages>
      <page pageid="861" ns="14" title="Category:Legio XVI" />
      <page pageid="2329" ns="0" title="L-XVI-5572" />
      <page pageid="5909" ns="0" title="Badab War" />
      <page pageid="5913" ns="14" title="Category:Firehawks" />
      <page pageid="5914" ns="10" title="Template:Infobox Badab Chapter" />
      <page pageid="5915" ns="10" title="Template:Badab Firehawks/Preload" />
      <page pageid="5916" ns="10" title="Template:Badab Firehawks Infobox" />
      <page pageid="5917" ns="10" title="Template:Badab Mantis Warriors Infobox" />
      <page pageid="5919" ns="14" title="Category:Mantis Warriors" />
      <page pageid="6023" ns="0" title="Badab War Campaign" />
    </pages>
  </query>
</api>