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="Batteryman|780" />
  </query-continue>
  <query>
    <pages>
      <page pageid="215" ns="0" title="Blue-Eyes Shining Dragon" />
      <page pageid="2435" ns="0" title="Paladin of White Dragon" />
      <page pageid="2437" ns="0" title="White Dragon Ritual" />
      <page pageid="3168" ns="0" title="Blue-Eyes Toon Dragon" />
      <page pageid="3902" ns="0" title="Dragon Master Knight" />
      <page pageid="4021" ns="0" title="Blue-Eyes White Dragon" />
      <page pageid="4254" ns="0" title="Burst Stream of Destruction" />
      <page pageid="4305" ns="0" title="Kaibaman" />
      <page pageid="4752" ns="0" title="Blue-Eyes Ultimate Dragon" />
      <page pageid="9155" ns="0" title="The White Stone of Legend" />
    </pages>
  </query>
</api>