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="Cape_Prasso_Samos_North_East_Aegean" />
  </query-continue>
  <query>
    <pages>
      <page ns="0" title="Blue-fin-divers-naxos-cyclades" missing="" />
      <page ns="0" title="Blue-paradise-corfu-ionian-islands" missing="" />
      <page ns="0" title="Blutopia-marine-park-rhodes-dodecanese" missing="" />
      <page pageid="9821" ns="0" title="Barracuda Reef Zakynthos Ionian Islands" />
      <page pageid="9829" ns="0" title="Big Cave Amorgos Cyclades" />
      <page pageid="9820" ns="0" title="Big Moray Reef Corfu Ionian Islands" />
      <page pageid="9629" ns="0" title="Blue Fin Divers Naxos Cyclades" />
      <page pageid="9628" ns="0" title="Blue Paradise Corfu Ionian Islands" />
      <page pageid="9627" ns="0" title="Blutopia Marine Park Rhodes Dodecanese" />
      <page pageid="9800" ns="0" title="Cape Gatos Samos North East Aegean" />
    </pages>
  </query>
</api>