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="Baldiri_Llorens_Romañach|3944" />
  </query-continue>
  <query>
    <pages>
      <page pageid="143" ns="0" title="Naufragi del Georges André" />
      <page pageid="149" ns="0" title="Naufragi del Phedon" />
      <page pageid="290" ns="0" title="La Morisca" />
      <page pageid="1000" ns="0" title="Serra de Rodes" />
      <page pageid="1043" ns="0" title="Pesca" />
      <page pageid="1166" ns="0" title="Base militar Aèria del Pení" />
      <page pageid="3944" ns="0" title="Baldiri Llorens Rahola" />
      <page pageid="4521" ns="0" title="Josep Rahola Berga" />
    </pages>
  </query>
</api>