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="BATE_Borisov_Under-19s|1520" />
  </query-continue>
  <query>
    <pages>
      <page pageid="946" ns="0" title="2014-15 UEFA Youth League" />
      <page pageid="1514" ns="0" title="Porto 2-0 BATE Borisov (2014-15 UEFA Youth League)" />
      <page pageid="1515" ns="0" title="BATE Borisov 1-2 Athletic Bilbao (2014-15 UEFA Youth League)" />
      <page pageid="1518" ns="0" title="BATE Borisov 1-4 Shakhtar Donetsk (2014-15 UEFA Youth League)" />
      <page pageid="3049" ns="0" title="2015-16 UEFA Youth League" />
    </pages>
  </query>
</api>