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="KomOSS" />
  </query-continue>
  <query>
    <pages>
      <page pageid="36" ns="0" title="Erfaring med NemID Sikker mail" />
      <page pageid="19" ns="0" title="Erfaringer med brug af sendmail med TLS" />
      <page pageid="39" ns="0" title="Et stærkt værn mod terror" />
      <page pageid="31" ns="0" title="Fibernet i kommuner og regioner" />
      <page pageid="12" ns="0" title="Finde interesserede alliancepartnere til projektet" />
      <page pageid="28" ns="0" title="Gratis Wi-fi i kommuner og regioner" />
      <page pageid="32" ns="0" title="Handelsaftale mellem EU og USA" />
      <page pageid="47" ns="0" title="Heimdal econometric model" />
      <page pageid="13" ns="0" title="Interne sider for arbejdsgruppen" />
      <page pageid="1" ns="0" title="KLID wiki" />
    </pages>
  </query>
</api>