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>
    <alltransclusions gatcontinue="KeyDocs|1560" />
  </query-continue>
  <query>
    <pages>
      <page pageid="935" ns="0" title="Data Management" />
      <page pageid="937" ns="0" title="DCache" />
      <page pageid="970" ns="0" title="Disk Pool Manager" />
      <page pageid="978" ns="0" title="Grid Certificate" />
      <page pageid="1300" ns="0" title="GridPP approved VOs" />
      <page pageid="1302" ns="0" title="Performance and Tuning" />
      <page pageid="1511" ns="0" title="SRM File Loss" />
      <page pageid="3448" ns="0" title="Policies for GridPP approved VOs" />
      <page pageid="4666" ns="0" title="GridPP approved VOs new" />
    </pages>
  </query>
</api>