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="Enigma/Sample_Messages|172" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1" ns="0" title="Main Page" />
      <page pageid="159" ns="0" title="Enigma Machine Key Length" />
      <page pageid="165" ns="0" title="Enigma/Simulator User Guide" />
      <page pageid="171" ns="0" title="Enigma/Sample Messages" />
      <page pageid="173" ns="0" title="Enigma/Sending and Receiving Messages" />
      <page pageid="247" ns="0" title="Enigma" />
      <page pageid="253" ns="0" title="Enigma/Paper Enigma" />
    </pages>
  </query>
</api>