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="Bastian_Lauritsen_Callundborg|1133" />
  </query-continue>
  <query>
    <pages>
      <page pageid="131" ns="0" title="De lokale ildsjæle" />
      <page pageid="258" ns="0" title="Rastad, Basel og Udine" />
      <page pageid="367" ns="0" title="Udskiftningen i Stenløse" />
      <page pageid="667" ns="0" title="Ølstykke Husholdningsskole" />
      <page pageid="773" ns="0" title="Andelsmejerier" />
      <page pageid="804" ns="0" title="Bastbro" />
      <page pageid="1366" ns="0" title="Hans Peter Hansen" />
      <page pageid="1519" ns="0" title="Stenløse - en stationsby mellem by og land" />
      <page pageid="1596" ns="0" title="Karin Röh" />
      <page pageid="1952" ns="0" title="Ølstykke Julemærke 2013" />
    </pages>
  </query>
</api>