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="Banks_&amp;_Fulton" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="B6254" missing="" />
      <page ns="0" title="Bacon and Ham Curer" missing="" />
      <page ns="0" title="Bailie &amp; Hargeaves" missing="" />
      <page ns="0" title="Bank Street" missing="" />
      <page ns="0" title="Bank Top" missing="" />
      <page ns="0" title="Bank Yard" missing="" />
      <page ns="0" title="Bank for Savings" missing="" />
      <page ns="0" title="Bank of Liverpool" missing="" />
      <page ns="0" title="Bank of Westmorland" missing="" />
      <page ns="0" title="Bankfield Road" missing="" />
    </pages>
  </query>
</api>