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="Beder_Sogn|1596" />
  </query-continue>
  <query>
    <pages>
      <page pageid="32" ns="0" title="Kaptajn (militær)" />
      <page pageid="171" ns="0" title="Herregård" />
      <page pageid="223" ns="0" title="Fæstebonde" />
      <page pageid="301" ns="0" title="Flade Sogn (Hjørring Amt)" />
      <page pageid="303" ns="0" title="Elling Sogn" />
      <page pageid="357" ns="0" title="Sindal Sogn" />
      <page pageid="374" ns="0" title="Horns Herred (Jylland)" />
      <page pageid="964" ns="0" title="Hids Herred" />
      <page pageid="1060" ns="0" title="Rødding Herred" />
      <page pageid="1272" ns="0" title="Ribe Amt" />
    </pages>
  </query>
</api>