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="Clean_game_from_cheats|1" />
  </query-continue>
  <query>
    <pages>
      <page pageid="5" ns="0" title="GameSpy" />
      <page pageid="6" ns="0" title="Medal of Honor Allied Assault Spearhead" />
      <page pageid="8" ns="0" title="Clean game from cheats" />
      <page pageid="17" ns="0" title="Register a new server on MoHAAS.net" />
      <page pageid="19" ns="0" title="MoHAAS.net scripts" />
      <page pageid="53" ns="0" title="Map downloader" />
      <page pageid="62" ns="0" title="Simple settings" />
      <page pageid="63" ns="0" title="Advanced settings" />
    </pages>
  </query>
</api>