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="Bau_E" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Bau B" missing="" />
      <page pageid="205" ns="0" title="BVF-Vergaser" />
      <page pageid="1905" ns="0" title="BVF-Vergaser Instandsetzung" />
      <page pageid="5256" ns="0" title="Batterie" />
      <page pageid="5281" ns="0" title="Batterie Heute" />
      <page pageid="5282" ns="0" title="Batterie Historisch" />
      <page pageid="3172" ns="0" title="Bau A" />
      <page pageid="3177" ns="0" title="Bau B-Nord u. B-Süd" />
      <page pageid="3178" ns="0" title="Bau C" />
      <page pageid="3179" ns="0" title="Bau D - Neue Halle" />
    </pages>
  </query>
</api>