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="Chairman" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="BMW" missing="" />
      <page ns="0" title="BMW Z4" missing="" />
      <page ns="0" title="Bastuck noch in arbeit!" missing="" />
      <page ns="0" title="Beifahrerairbag" missing="" />
      <page ns="0" title="CEO" missing="" />
      <page pageid="1300" ns="0" title="BMW Z3 roadster 1.9 16V" />
      <page pageid="1467" ns="0" title="Bastuck" />
      <page pageid="1556" ns="0" title="Becherhalter" />
      <page pageid="1475" ns="0" title="Bordcomputer" />
      <page pageid="1411" ns="0" title="Bremslicht gerissen" />
    </pages>
  </query>
</api>