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>
    <alltransclusions gatcontinue="Book|8004" />
  </query-continue>
  <query>
    <pages>
      <page pageid="1386" ns="0" title="Holy Wood (novel)" />
      <page pageid="1405" ns="0" title="The Long Hard Road Out of Hell" />
      <page pageid="2469" ns="0" title="Fuckin World Industreal" />
      <page pageid="2498" ns="0" title="Mechanical Animals Tour (book)" />
      <page pageid="2532" ns="0" title="Guns, God, and Government World Tour" />
      <page pageid="2537" ns="0" title="Grotesk Burlesk (book)" />
      <page pageid="3655" ns="0" title="Marilyn Manson: The Unauthorized Biography" />
      <page pageid="7997" ns="0" title="&quot;Talking&quot; – MARILYN MANSON in His Own Words" />
      <page pageid="7998" ns="0" title="Marilyn Manson (biography)" />
      <page pageid="8002" ns="0" title="The Unauthorized Biography (1997 Edition)" />
    </pages>
  </query>
</api>