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>
    <pages>
      <page pageid="152" ns="0" title="Clemmi Falk Vej" />
      <page pageid="195" ns="3" title="Brugerdiskussion:Thomas Olesen Løkken" />
      <page pageid="196" ns="0" title="Olesen Løkken, Thomas" />
      <page pageid="505" ns="0" title="Sigrid Caroline Mathilda Sørensen" />
      <page pageid="920" ns="0" title="Pelle Estelle Caroline Möller" />
      <page pageid="922" ns="0" title="Købmand Tellufsen" />
      <page pageid="1109" ns="0" title="Danmarks første badeby" />
    </pages>
  </query>
</api>