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="Bandera_County|72" />
  </query-continue>
  <query>
    <pages>
      <page pageid="20" ns="0" title="Bandera County" />
      <page pageid="25" ns="0" title="Bastrop County" />
      <page pageid="40" ns="0" title="Austin County" />
      <page pageid="72" ns="0" title="County Leaders" />
      <page pageid="170" ns="0" title="Cochran County" />
      <page pageid="203" ns="0" title="Total eBird Species Recorded by County" />
      <page pageid="210" ns="0" title="Hockley County" />
      <page pageid="225" ns="0" title="Lamb County" />
      <page pageid="267" ns="0" title="Parmer County" />
      <page pageid="422" ns="0" title="County Listing Guide to Bailey County" />
    </pages>
  </query>
</api>