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="Daina-M|240" />
  </query-continue>
  <query>
    <pages>
      <page pageid="36" ns="0" title="Kauno radijo gamykla" />
      <page pageid="110" ns="0" title="LRT vadovai" />
      <page pageid="112" ns="6" title="Vaizdas:BTV Baltijos TV logo 1993 34x34.png" />
      <page pageid="127" ns="0" title="Sitkūnų radijo stotis" />
      <page pageid="136" ns="0" title="Kauno radiofonas" />
      <page pageid="165" ns="0" title="Įvykių Lietuvoje chronologija" />
      <page pageid="232" ns="6" title="Vaizdas:Daina-schema.png" />
      <page pageid="327" ns="0" title="Radiotechnika AB" />
    </pages>
  </query>
</api>